Plot ACF of residuals — ou_plot_fit

Assess remaining autocorrelation in the residuals of the fitted model by plotting the autocorrelation function (ACF). Ideally, there should be no significant autocorrelation remaining, indicating that the model has adequately captured the temporal dependencies in the data.

Usage

ou_plot_fit_acf(
  fit,
  lag.max = 30,
  palette = "Dark 3",
  main = "ACF of Residuals",
  xlab = "Lag",
  ylab = "ACF",
  alpha = 0.8,
  ...
)

Arguments

fit: A fit_affectOU object
lag.max: Maximum lag to compute. Specified in terms of saved time units. For example, lag.max = 10 with save_at = 0.1 corresponds to a lag of 10 time units and 10/0.1=100 time points.
palette: Color palette. Should be one of grDevices::hcl.pals().
main: Main title
xlab: X-axis label
ylab: Y-axis label
alpha: Alpha transparency for colors (0 = transparent, 1 = opaque)
...: Additional graphical parameters

Value

NULL (invisibly), called for side effects only.

Examples

model <- affectOU(theta = 0.5, mu = 0, gamma = 1)
sim <- simulate(model, stop = 500, dt = 0.01, save_at = 0.1)
data <- as.data.frame(sim)
fitted <- fit(model, data = data$value, times = data$time)
ou_plot_fit_acf(fitted)