Description Usage Arguments Value Note Author(s) See Also Examples
The autocovariance function is computed for the PLS time series model.
1 | acvfPLS(alpha, maxlag)
|
alpha |
decay parameter |
maxlag |
maximum lag |
vector of maxlag+1 containing the autocovariances at lags 0, 1, ..., maxlag.
alpha=1 corresponds to white noise
A. I. McLeod and Justin Veenstra
1 | acvfPLS(0.4, 10)
|
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