Description Usage Arguments Details Value Note Author(s) References

Compute (and by default plot) an estimate of the autocovariance or autocorrelation function.

1 2 |

`x` |
a univariate numeric time series object or a numeric vector. |

`lag.max` |
maximum lag at which to calculate the acf. Default is |

`type` |
character string giving the type of acf to be computed.
Allowed values are |

`plot` |
logical. If |

`scaler` |
location-scale estimator to use in the algorithm.
By default, |

`...` |
further arguments to be passed to |

This function is a robust replacement for `acf()`

.

Note, that implementation and documentation is not finished/polished yet.

A list of class `"acf"`

. For description of elements see `acf()`

.

WORK-IN-PROGRESS status.

Paul Smirnov <s.paul@mail.ru>

Shevlyakov, G. L., Lyubomishchenko, N. S. and Smirnov, P. O. (2013).
*Some remarks on robust estimation of power spectra*.
Proceedings of the 11th International Conference on Computer Data Analysis and Modeling, Minsk, Belarus, 97–104.

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