autocorrelations-methods {pcts}

Compute autocorrelations and periodic autocorrelations

Description

Methods for computation of autocorrelations and periodic autocorrelations.

Methods

signature(x = "numeric", maxlag = "ANY", lag_0 = "missing")

signature(x = "PeriodicTimeSeries", maxlag = "ANY", lag_0 = "missing")

signature(x = "PeriodicAutocovariances", maxlag = "ANY", lag_0 = "missing")

signature(x = "SamplePeriodicAutocovariances", maxlag = "ANY", lag_0 = "missing")

signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY", lag_0 = "missing")

signature(x = "VirtualPeriodicAutocovarianceModel", maxlag = "ANY", lag_0 = "missing")

See Also

autocorrelations in package sarima for further details.

autocovariances for autocovariances;

Examples

## periodic ts object => peridic acf
autocorrelations(pcts(AirPassengers), maxlag = 10)

## for "ts" or "numeric" objects the default is non-periodic acf
autocorrelations(AirPassengers, maxlag = 10) 
autocorrelations(as.numeric(AirPassengers))
## argument 'nseasons' forces periodic acf
autocorrelations(AirPassengers, maxlag = 10, nseasons = 12)
autocorrelations(as.numeric(AirPassengers), maxlag = 10, nseasons = 12)