R: Comparison of Classical and Robust Correlation Analysis...

compare_acf {simts}

R Documentation

Comparison of Classical and Robust Correlation Analysis Functions

Compare classical and robust ACF of univariate time series.

compare_acf(
  x,
  lag.max = NULL,
  demean = TRUE,
  show.ci = TRUE,
  alpha = 0.05,
  plot = TRUE,
  ...
)

`x`	A `vector` or `"ts"` object (of length `N > 1`).
`lag.max`	A `integer` indicating the maximum lag up to which to compute the ACF and PACF functions.
`demean`	A `bool` indicating whether the data should be detrended (`TRUE`) or not (`FALSE`). Defaults to `TRUE`.
`show.ci`	A `bool` indicating whether to compute and show the confidence region. Defaults to `TRUE`.
`alpha`	A `double` indicating the level of significance for the confidence interval. By default `alpha = 0.05` which gives a 1 - `alpha` = 0.95 confidence interval.
`plot`	A `bool` indicating whether a plot of the computed quantities should be produced. Defaults to `TRUE`.
`...`	Additional parameters.

Yunxiang Zhang

# Estimate both the ACF and PACF functions
compare_acf(datasets::AirPassengers)

[Package simts version 0.2.2 Index]