autocovariances-methods {pcts}

Compute autocovariances and periodic autocovariances

Description

Methods for the generic function autocovariances(), which computes autocovariances meaningful for the first argument. For objects representing time series, it computes sample autocovariances (univariate, multivariate, periodic, as appropriate). For objects representing models, it computes the relevant theoretical autocovariances.

Methods

signature(x = "matrix", maxlag = "ANY")

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

signature(x = "PeriodicArmaModel", maxlag = "ANY")

signature(x = "PeriodicArModel", maxlag = "ANY")

signature(x = "PeriodicAutocovarianceModel", maxlag = "ANY")

signature(x = "PeriodicTS", maxlag = "ANY")

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

If maxlag is missing or equal to maxLag(x), x is returned unchanged. Otherwise the number of available lags is adjusted to maxlag.

See Also

autocovariances in package sarima for further details.

autocorrelations for autocorrelations;

Examples

## periodic ts object => peridic acvf
autocovariances(pcts(AirPassengers), maxlag = 10)

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