Astimate_Acf_Band {ADTSA}

Computing Bandwidth of Autococorrelation in Time Series

Description

This function calculates the bandwidth of autocorrelation in a time series.

Usage

Astimate_Acf_Band(ts, confidence_level = 0.95)

Arguments

ts

a numeric vector of time series data.

confidence_level

confidence level for bandwidth calculation.

Value

A number.

Author(s)

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Examples

data(co2)
Astimate_Acf_Band(co2)