fitACS: Autocorrelation structure fitting

In CoSMoS: Complete Stochastic Modelling Solution

Autocorrelation structure fitting

Description

Fits a parametric autocorrelation structure (ACS) to empirical ACF values using Nelder-Mead optimisation with MSE criterion.

Usage

fitACS(acf, ID, start = NULL, lag = NULL)

Arguments

acf	numeric vector of autocorrelation function values from lag 0
ID	character; ACS identifier (e.g. "weibull", "paretoII")
start	numeric vector of starting parameter values; if NULL, all parameters start at 1
lag	integer; number of lags to use; if NULL, lags up to the first value \le 0.01 are used (or all lags if none drops below 0.01)

Value

An object of class "fitACS": a named list of fitted ACS parameters with attributes ID and eACS (empirical ACS used for fitting).

See Also

fitDist, plot.fitACS, acs

Examples

x <- arima.sim(model = list(ar = 0.8), n = 1000)

acsfit <- fitACS(acf(x, plot = FALSE)$acf, "weibull", c(1, 1))

CoSMoS documentation built on May 8, 2026, 1:08 a.m.