| acf5 {seer} | R Documentation |
Autocorrelation-based features
Description
Computes various measures based on autocorrelation coefficients of the original series, first-differenced series and second-differenced series
Usage
acf5(y)
Arguments
y |
a univariate time series |
Value
A vector of 3 values: sum of squared of first five autocorrelation coefficients of original series, first-differenced series, and twice-differenced series.
Author(s)
Thiyanga Talagala
[Package seer version 1.1.8 Index]