Plot characteristic ARMA roots

Produces a plot of the inverse AR and MA roots of an ARIMA model. Inverse roots outside the unit circle are shown in red.

gg_arma(data)

Arguments

data

A mable containing models with AR and/or MA roots.

Value

A ggplot object the characteristic roots from ARMA components.

Details

Only models which compute ARMA roots can be visualised with this function. That is to say, the glance() of the model contains ar_roots and ma_roots.

Examples

if (requireNamespace("fable", quietly = TRUE)) {
library(fable)
library(tsibble)
library(dplyr)

tsibbledata::aus_retail %>%
  filter(
    State == "Victoria",
    Industry == "Cafes, restaurants and catering services"
  ) %>%
  model(ARIMA(Turnover ~ pdq(0,1,1) + PDQ(0,1,1))) %>%
  gg_arma()
}