acf_seasonalDiff {seer} | R Documentation |
Autocorrelation coefficients based on seasonally differenced series
Description
Autocorrelation coefficients based on seasonally differenced series
Usage
acf_seasonalDiff(y, m, lagmax)
Arguments
y |
a univariate time series |
m |
frequency of the time series |
lagmax |
maximum lag at which to calculate the acf |
Value
A vector of 3 values: first ACF value of seasonally-differenced series, ACF value at the first seasonal lag of seasonally-differenced series, sum of squares of first 5 autocorrelation coefficients of seasonally-differenced series.
Author(s)
Thiyanga Talagala
[Package seer version 1.1.8 Index]