autocorrélogramme

Code R de l'exemple ggplot2

library(ggplot2)
library(HistData)

## Ratio of male to female christenings in London, one value a year.
ratio <- Arbuthnot$Males / Arbuthnot$Females
lags <- acf(ratio, lag.max = 20, plot = FALSE)
acf_lags <- data.frame(lag = lags$lag[-1], r = lags$acf[-1])
## 95% band of a series without autocorrelation.
band <- qnorm(0.975) / sqrt(length(ratio))

p <- ggplot(acf_lags, aes(x = lag, y = r)) +
  annotate("rect", xmin = -Inf, xmax = Inf, ymin = -band, ymax = band, fill = "#2e7891", alpha = 0.15) +
  geom_hline(yintercept = 0, colour = "#535353", linewidth = 0.4) +
  geom_segment(aes(xend = lag, yend = 0), linewidth = 0.6, colour = "#9b2367") +
  geom_point(size = 1.4, colour = "#9b2367") +
  annotate("text", x = 20.5, y = band + 0.02, label = "Band of a random series", colour = "#2e7891",
           hjust = 1, vjust = 0, size = 3) +
  scale_x_continuous(breaks = c(1, 5, 10, 15, 20), expand = expansion(mult = 0.02)) +
  scale_y_continuous(labels = lex_number, limits = c(-0.3, 0.4)) +
  labs(title = "Beyond ten years, the sex ratio keeps\nno memory of earlier years",
       subtitle = "Autocorrelation of the yearly sex ratio at christening, London, 1629–1710",
       x = "Lag (years)", y = "Autocorrelation",
       caption = "Data: Arbuthnot 1710, via the HistData R package") +
  theme_lex_viz(grid = "y", arrows = "x")