R語言繪圖:時間序列分析 ggplot2繪製ACF PACF
阿新 • • 發佈:2019-02-03
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)