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finbarrtimbers/plot-acf-ma.r

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Last active August 29, 2015 13:56
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Ever wanted to plot the autocorrelation function of an ARIMA time series in R? Here's an easy way to do it.
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plot-acf-ma.r
# Creates a MA(3) model
ma.parameters <- c(0.5, 0.5, 0.2)
ma.model <- arima.sim(model=list(ma.parameters,n=100)
# Plots the autocorrelation function of the MA(3) model
acf(ma.model)
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