feat_pacf {feasts} | R Documentation |
Partial autocorrelation-based features
Description
Computes various measures based on partial autocorrelation coefficients of the original series, first-differenced series and second-differenced series.
Usage
feat_pacf(x, .period = 1, lag_max = NULL, ...)
Arguments
x |
a univariate time series |
.period |
The seasonal period (optional) |
lag_max |
maximum lag at which to calculate the acf. The default is
|
... |
Further arguments passed to |
Value
A vector of 3 values: Sum of squared of first 5 partial autocorrelation coefficients of the original series, first differenced series and twice-differenced series. For seasonal data, the partial autocorrelation coefficient at the first seasonal lag is also returned.
Author(s)
Thiyanga Talagala
[Package feasts version 0.3.2 Index]