CODEWITHSUNDEEP
rplot
jonnie
jonnie

Reputation: 765

Format ACF and PACF plots in R

I want to have 2 side-by-side plots of the ACF and PACF functions in R (please see code below). Now, I want to line up the significant levels in each plot. In this case the ACF y-axis needs to shift up, or the PACF y-axis must shift down. Is there an argument in either the PACF or ACF functions to achieve the desired plot? Thank you for your help!

library(quantmod)
library(forecast)

getSymbols("TB3MS",src="FRED")
TB3MS <- TB3MS['1960::2002']

par(mfrow = c(1, 2))
acf(TB3MS)
pacf(TB3MS)
par(mfrow = c(1, 1))

enter image description here

Upvotes: 1

Views: 4711

Answers (1)

agenis
agenis

Reputation: 8377

It's quite simple, you can play with the ylim of your graph

Check this:

par(mfrow = c(1, 2))
acf(TB3MS, ylim=c(-0.2, 1))
pacf(TB3MS, ylim=c(-0.2, 1))
par(mfrow = c(1, 1))

If you want to automate it, you may calculate the lowest value of the two graphs

lower_ylim <- min(min(acf(TB3MS, plot=F)$acf), min(pacf(TB3MS, plot=F)$acf))

Upvotes: 3

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