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

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.