On Thu, 28 Aug 2008, Jose Luis Aznarte M. wrote:

Hi! I want to plot three graphs (residuals, ACF and PACF of a model). Ideally I would use a c(2,2) disposition where the residuals plot would start at position 1,1 and span to position 1,2. Then I would plot the ACF in position 2,1 and the PACF in position 2,2. Maybe is clearer like this:

--------------------------
|                        |
|       residuals        |
|                        |
--------------------------
------------ -------------
|          | |           |
|    ACF   | |   PACF    |
|          | |           |
------------ -------------

Does anyone know if that is possible at all? Cheers!



I happened to do virtually that plot just recently. Just had data rather than residuals:

### Function to display plot, ACF and PACF
displayTimeSeries <- function(x, heading = NULL,
                              heights = NULL, ...){
    defaultPars <- par(no.readonly = TRUE)
    if (is.null(heading)) {
        heading <- paste("Series: ", deparse(substitute(x)))
    }
    if (is.null(heights)) heights <- c(1,1)
    layout(matrix(c(1,1,2,3), 2, 2, byrow = TRUE), heights = heights)
    plot(x, main = heading)
    par(mar = c(5,4,1,2) + 0.1)
    acfVal <-  acf(x, main = "")$acf
    pacfVal <- acf(x, type = "partial", main = "")$acf
    par(defaultPars)
    invisible(list(acf = acfVal, pacf = pacfVal))
}

If you add a line which calculates the residuals and plots them instead of the data, then you should have what you want.

David Scott


_________________________________________________________________
David Scott     Department of Statistics, Tamaki Campus
                The University of Auckland, PB 92019
                Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 86830         Fax: +64 9 373 7000
Email:  [EMAIL PROTECTED]

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics

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