change colour of confidence intervals in ggplot

General
,
1

Would anyone know how to change the colour of the confidence interval bands to black in this ggplot (using the ggPacf function)? Code below and output attached

figs1 <- ggPacf(ardl_62_acf) +
  theme_classic() + 
  labs(y = "Partial Autocorrelation Function", title = " ") + 
  scale_y_continuous(breaks = seq(-0.80, 0.80,0.1))

figs1
figs12040×1200 22 KB

2

Hey there,

from which package is this function exactly? It is not in ggplot2 as far as I know.

3

That function is from the forecast package.

4

Thanks @EconProf

I don't know how to change it in the function, but you can just calculate the confidence interval by yourself and plot it over the ggPacf() call:

library('ggplot2')
library('forecast')
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo

# calculate the confidence interval by hand
# two-sided, alpha = 5%
ci_upper <- qnorm((1 + 0.95)/2)/sqrt(length(wineind))
ci_lower <- -ci_upper

ggPacf(wineind) +
  geom_hline(aes(yintercept = ci_upper), col = 'black', linetype = 'dashed') +
  geom_hline(aes(yintercept = ci_lower), col = 'black', linetype = 'dashed')

672×480 3.66 KB

Created on 2022-11-12 with reprex v2.0.2

Kind regards

5

A few tweaks:

library('ggplot2')
library('forecast')
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo

ci <- qnorm((1 + 0.95)/2)/sqrt(length(wineind))

ggPacf(wineind) +
  geom_hline(yintercept = c(-ci, ci), col = 'black', linetype = 'dashed')

672×480 13.7 KB

Created on 2022-11-12 with reprex v2.0.2

6

Thank you very much for your replies and sorry for not being specific about the package related to the function. This has worked, and makes sense. I thought there might be an argument I am missing in ggplot but it is better to manually compute ci.

I now wonder what inference I can draw about pacf values for an ardl model - especially if out of bounds @EconProf @FactOREO ?