autocorrelations: Autocorrelation Functions

In rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

Autocorrelation Functions

Description

Autocorrelation Functions

Usage

autocorrelations(data, mean = TRUE, n = 15)

autocorrelations_partial(data, mean = TRUE, n = 15)

autocorrelations_inverse(data, nar = 30, n = 15)

Arguments

data	data being tested.
mean	Mean correction. If TRUE, the auto-correlations are computed as usual. If FALSE, we consider that the (known) mean is 0 and that the series has been corrected for it.
n	maximum lag at which to calculate the stats.
nar	number of AR lags used to compute inverse autocorrelations.

Value

autocorrelations() returns a vector of length n with the autocorrelations. autocorrelations_partial() returns a vector of length n with the partial autocorrelations. autocorrelations_inverse() returns a vector of length n with the inverse autocorrelations.

Examples

x <- ABS$X0.2.09.10.M
autocorrelations(x)
autocorrelations_partial(x)
autocorrelations_inverse(x)

rjd3toolkit documentation built on Jan. 14, 2026, 1:06 a.m.