prep.check.acf {predtoolsTS}

Autocorrelation function

Description

Plots the autocorrelation function to check stationarity

Usage

prep.check.acf(tserie)

Arguments

tserie

a ts or a prep object

Details

For a stationary time series, the ACF will drop to zero relatively quickly, while the ACF of non-stationary data decreases slowly. Also, for non-stationary data, the value is often large and positive.

Examples

prep.check.acf(AirPassengers)
prep.check.acf(prep(AirPassengers))