R: Plot characteristic roots from ARIMA model

plot.Arima {forecast}

R Documentation

Plot characteristic roots from ARIMA model

Description

Produces a plot of the inverse AR and MA roots of an ARIMA model. Inverse roots outside the unit circle are shown in red.

Usage

## S3 method for class 'Arima'
plot(x, type=c("both","ar","ma"), 
  main, xlab="Real", ylab="Imaginary", ...)
## S3 method for class 'ar'
plot(x, main, xlab="Real", ylab="Imaginary", ...)

Arguments

`x`	Object of class “Arima” or “ar”.
`type`	Determines if both AR and MA roots are plotted, of if just one set is plotted.
`main`	Main title. Default is "Inverse AR roots" or "Inverse MA roots".
`xlab`	X-axis label.
`ylab`	Y-axis label.
`...`	Other plotting parameters passed to `par`.

Value

None. Function produces a plot

Author(s)

Rob J Hyndman

Examples

fit <- Arima(WWWusage, order=c(3,1,0))
plot(fit)

fit <- Arima(woolyrnq,order=c(2,0,0),seasonal=c(2,1,1))
plot(fit)

plot(ar.ols(gold[1:61]))

[Package forecast version 6.1 Index]