R语言绘图：时间序列分析 ggplot2绘制ACF PACF

R语言绘制时间序列自相关图和偏自相关图

方法一

Acf(DATA, type = "correlation")
Acf(DATA, type = "partial")

方法二

library(ggfortify)
autoplot(acf(DATA, plot = FALSE))

方法三 运用ggplot2（推荐使用这种方式）

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)