acf_features {tsfeatures} | 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
acf_features(x)
Arguments
x |
a univariate time series |
Value
A vector of 6 values: first autocorrelation coefficient and sum of squared of first ten autocorrelation coefficients of original series, first-differenced series, and twice-differenced series. For seasonal data, the autocorrelation coefficient at the first seasonal lag is also returned.
Author(s)
Thiyanga Talagala
[Package tsfeatures version 1.1.1 Index]