JN_ACSDM {ADTSA}

The Acceleration Constant for the Alternative Data Method

Description

This function calculates the acceleration constant for the alternative data method. This is done by sequentially removing one observation from the sample data points.

Usage

JN_ACSDM(ts, lgmx)

Arguments

ts

a vector of time series data.

lgmx

maximum lag at which to compute autocorrelations.

Value

A vector of accelerations for autocorrelations up to lagmax.

Author(s)

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

Examples

data(co2)
JN_ACSDM(co2,4)