qser2qacf: ACF of Quantile Series (QSER) or Quantile-Crossing Series...

In qfa: Quantile-Frequency Analysis (QFA) of Time Series

ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)

Description

This function creates the ACF of quantile series or quantile-crossing series

Usage

qser2qacf(y.qser)

Arguments

y.qser

matrix or array of quantile-crossing series

Value

A matrix or array of ACF

Examples

y <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
tau <- seq(0.1,0.9,0.05)
y.qser <- qcser(y,tau)
y.qacf <- qser2qacf(y.qser)
dim(y.qacf)

qfa documentation built on April 11, 2025, 5:49 p.m.