使用ggplot2绘制ACF图：设置geom_bar的宽度

Question

使用acf，我们可以在基本ACF plot图表中生成R。

x <- lh
acf(x)

以下代码可用于获取ACF plot中的ggplot2。

conf.level <- 0.95
ciline <- qnorm((1 - conf.level)/2)/sqrt(length(x))
bacf <- acf(x, plot = FALSE)
bacfdf <- with(bacf, data.frame(lag, acf))

library(ggplot2)
q <- ggplot(data=bacfdf, mapping=aes(x=lag, y=acf)) +
       geom_bar(stat = "identity", position = "identity")
q

问题

如何获取线条而不是条形或如何设置条形宽度以使它们看起来像线条？感谢

Answer 1

您可能最好通过geom_segment()

绘制线段

library(ggplot2)

set.seed(123)
x <- arima.sim(n = 200, model = list(ar = 0.6))

bacf <- acf(x, plot = FALSE)
bacfdf <- with(bacf, data.frame(lag, acf))

q <- ggplot(data = bacfdf, mapping = aes(x = lag, y = acf)) +
       geom_hline(aes(yintercept = 0)) +
       geom_segment(mapping = aes(xend = lag, yend = 0))
q

Answer 2

如何使用宽度= 0的geom_errorbar？

ggplot(data=bacfdf, aes(x=lag, y=acf)) + 
    geom_errorbar(aes(x=lag, ymax=acf, ymin=0), width=0)

Answer 3

@konrad;尝试以下代码：

library(ggfortify)
p1 <- autoplot(acf(AirPassengers, plot = FALSE), conf.int.fill = '#0000FF', conf.int.value = 0.8, conf.int.type = 'ma') 
print(p1) 
library(cowplot) 
ggdraw(switch_axis_position(p1, axis = 'xy', keep = 'xy'))

Answer 4

在预测包中有一个函数ggtsdisplay，用ggplot绘制ACF和PACF。 x是模型拟合中的残差（fit$residuals）。

forecast::ggtsdisplay(x,lag.max=30)

Answer 5

根据你的回答，我综合了 ggplot ACF / PACF 绘图方法：

    require(zoo)
    require(tseries)
    require(ggplot2)
    require(cowplot)

    ts= zoo(data[[2]]) # data[[2]] because my time series data was the second column

    # Plot ACP / ACF with IC
    # How to compute IC for ACF and PACF :
    # https://stats.stackexchange.com/questions/211628/how-is-the-confidence-interval-calculated-for-the-acf-function
    ic_alpha= function(alpha, acf_res){
      return(qnorm((1 + (1 - alpha))/2)/sqrt(acf_res$n.used))
    }

    ggplot_acf_pacf= function(res_, lag, label, alpha= 0.05){
      df_= with(res_, data.frame(lag, acf))
      
      # IC alpha
      lim1= ic_alpha(alpha, res_)
      lim0= -lim1
      
      
      ggplot(data = df_, mapping = aes(x = lag, y = acf)) +
        geom_hline(aes(yintercept = 0)) +
        geom_segment(mapping = aes(xend = lag, yend = 0)) +
        labs(y= label) +
        geom_hline(aes(yintercept = lim1), linetype = 2, color = 'blue') +
        geom_hline(aes(yintercept = lim0), linetype = 2, color = 'blue')
    }

    acf_ts= ggplot_acf_pacf(res_= acf(ts, plot= F)
                   , 20
                   , label= "ACF")
    pacf_ts= ggplot_acf_pacf(res_= pacf(ts, plot= F)
                         , 20
                         , label= "PACF")
    # Concat our plots
    acf_pacf= plot_grid(acf_ts, pacf_ts, ncol = 2, nrow = 1)
    acf_pacf

结果：