ident: ident

In UComp: Automatic Unobserved Components and Other Time Series Models

ident

Description

Autocorrelation functions of a time series

Usage

ident(y, nCoef = min(37, floor(length(y)/4)), nPar = 0, runFromTests = FALSE)

Arguments

y	a vector, ts or tsibble object
nCoef	number of autocorrelation coefficients to estimate
nPar	number of parameters in a model if y is a residual
runFromTests	internal check

Value

A vector with all the dimensions

Author(s)

Diego J. Pedregal

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, Accuracy, tsDisplay, size

Examples

ident(AirPassengers)

UComp documentation built on May 31, 2023, 7:41 p.m.