autocorrelation | R Documentation |
A wrapper for the acf
function from the stats package that
extracts only the temporal autocorrelation at a lag of one timestep (which is
the type of temporal autocorrelation that this package simulates). The function omits
NA values in the time series.
autocorrelation(x, biasCorrection = TRUE)
x |
A numeric vector. |
biasCorrection |
Autocorrelation estimates are biased for short time series. The function can correct for this bias in the manner proposed by Quenouille (1949). Set to TRUE by default. |
A single numeric value: the estimate of the temporal autocorrelation with a lag of 1.
rednoise <- colored_noise(timesteps = 50, mean = 0.5, sd = 0.2, phi = 0.3)
autocorrelation(rednoise)
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