ACF {wv} | R Documentation |
Auto-Covariance and Correlation Functions
Description
The ACF function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.
Usage
ACF(x, lagmax = 0, cor = TRUE, demean = TRUE)
Arguments
x |
A |
lagmax |
A |
cor |
A |
demean |
A |
Details
lagmax
default is where
is the number of
observations and
is the number of series being compared. If
lagmax
supplied is greater than the number of observations, then one
less than the total will be taken.
Value
An array
of dimensions .
Author(s)
Yunxiang Zhang
Examples
# Get Autocorrelation
m = ACF(datasets::AirPassengers)
# Get Autocovariance and do not remove trend from signal
m = ACF(datasets::AirPassengers, cor = FALSE, demean = FALSE)
[Package wv version 0.1.2 Index]