prep.check.acf: Autocorrelation function
In predtoolsTS: Time Series Prediction Tools
Description
Usage
Arguments
Details
Examples
Description
Plots the autocorrelation function to check stationarity
Usage
1
prep.check.acf(tserie)
Arguments
tserie
a ts or a prep object
Details
For a stationary time series, the ACF will drop to zero
relatively quickly, while the ACF of non-stationary data decreases slowly.
Also, for non-stationary data, the value is often large and positive.
Examples
1
2
Example output
predtoolsTS documentation built on May 2, 2019, 5:54 a.m.
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.
Description Usage Arguments Details Examples
Description
Plots the autocorrelation function to check stationarity
Usage
1 | prep.check.acf(tserie)
|
Arguments
tserie |
a |
Details
For a stationary time series, the ACF will drop to zero relatively quickly, while the ACF of non-stationary data decreases slowly. Also, for non-stationary data, the value is often large and positive.
Examples
1 2 |
Example output
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.