1. 程式人生 > >R語言繪圖:時間序列分析 ggplot2繪製ACF PACF

R語言繪圖:時間序列分析 ggplot2繪製ACF PACF

R語言繪製時間序列自相關圖和偏自相關圖

方法一

Acf(DATA, type = "correlation")
Acf(DATA, type = "partial")

方法二

library(ggfortify)
autoplot(acf(DATA, plot = FALSE))

方法三 運用ggplot2(推薦使用這種方式)

bacf <- acf(DATA, plot = FALSE)
bacfdf <- with(bacf, data.frame(lag, acf))
ggplot(data = bacfdf, mapping = aes(x = lag, y = acf)) +
    geom_segment(mapping
= aes(xend = lag, yend = 0),color='blue',size=5,alpha=I(1/2)) + geom_hline(aes(yintercept = 0.05), linetype = 2, color = 'darkblue')+
geom_hline(aes(yintercept=0)) # pacf bpacf <- pacf(DATA, plot = FALSE) bpacf <- with(bpacf, data.frame(lag, acf)) ggplot(data = bpacf, mapping = aes(x = lag, y = acf)) + geom_segment(mapping
= aes(xend = lag, yend = 0),color='blue',size=5,alpha=I(1/2)) + geom_hline(aes(yintercept = 0.05), linetype = 2, color = 'darkblue')+
geom_hline(aes(yintercept=0))

方法四

library("forecast")
forecast::ggtsdisplay(DATA)

方法五

ggAcf(DATA)
ggPacf(DATA)