MB_Ac {ADTSA}

Estimating autocorrelations for vectorized moving block

Description

This function calculates autocorrelations for vectorized moving block bootstrap samples based on the position indices of pairs of observations.

Usage

MB_Ac(pair_mat, ts)

Arguments

pair_mat

a list of position indices of pairs of observations to calculate autocorrelations. An object returned by the function pairwise_MBL.

ts

a numeric vector of time series data.

Details

If there are missing values, this function estimates autocorrelations assuming complete data. Therefore, in such cases, the result is not valid.

Value

a vector of estimated autocorrelations.

Author(s)

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

Examples

mat <- matrix(c(1, 2, 3, 4, 5, 6), nrow = 3, ncol = 2)
ts <- 1:6
lgmx <- 2
l_ts <- 5
pair_mat1 = pairwise_MBL(mat, lgmx, l_ts)
MB_Ac(pair_mat1, ts)