plotPACF#

Purpose#

Plot the partial autocorrelations function (PACF).

Format#

plotPACF([myPlot, ]x, k, d)#
Parameters:

  • myPlot (struct) – Optional argument, a plotControl structure

  • x (Nx1 vector) – data.

  • k (scalar) – maximum number of autocorrelations to compute.

  • d (scalar) – order of differencing.

Examples#

// Clear out variables in GAUSS workspace
new;

// Create file name with full path
file = getGAUSSHome("examples/beef_prices.csv");

// Import dataset starting with row 2 and column 2
x = csvReadM(file, 2, 2);

// Max lags
k = 20;

// Order of differencing
d = 1;

// PACF plot
struct plotControl mp;
mp = plotGetDefaults("bar");

plotSetTitle(&mp, "beef_prices", "Arial", 20);

plotPACF(mp, x, k, d);

The plot is

_images/plot-pacf-1.png

Remarks#

To control the color and texture of the bars:

  • If you are passing a plotControl structure to plotPACF(), you may use the function plotGetDefaults() and plotSetBar().

  • If you are not passing a plotControl structure, these properties are set in the Preferences. To access the Graphics Preferences, select Tools > Preferences from the GAUSS main menu. Select ‘’Graphics’’ on the left side of the preferences and then select ‘’Bar’’ from the list of graph types.

See also

Functions plotACF(), ACF(), PACF()

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