emp_acf: Computes autocovariances at lags 0 to p for the ell-th...
In MSinference: Multiscale Inference for Nonparametric Time Trend(s)
emp_acf R Documentation
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Description
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Usage
emp_acf(data, ell, p)
Arguments
data
Time series for which we calculate autocovariances.
ell
Order of differences used.
p
Maximum lag for the autocovariances
Value
Vector of length (p + 1) that consists of empirical
autocoavariances for the corresponding lag - 1.
MSinference documentation built on Sept. 11, 2024, 5:38 p.m.
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| emp_acf | R Documentation |
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Description
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Usage
emp_acf(data, ell, p)
Arguments
data |
Time series for which we calculate autocovariances. |
ell |
Order of differences used. |
p |
Maximum lag for the autocovariances |
Value
Vector of length (p + 1) that consists of empirical autocoavariances for the corresponding lag - 1.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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