acf_seasonalDiff: Autocorrelation coefficients based on seasonally differenced...
In seer: Feature-Based Forecast Model Selection
acf_seasonalDiff R Documentation
Autocorrelation coefficients based on seasonally differenced series
Description
Autocorrelation coefficients based on seasonally differenced series
Usage
acf_seasonalDiff(y, m, lagmax)
Arguments
y
a univariate time series
m
frequency of the time series
lagmax
maximum lag at which to calculate the acf
Value
A vector of 3 values: first ACF value of seasonally-differenced series, ACF value at the first seasonal lag of seasonally-differenced series,
sum of squares of first 5 autocorrelation coefficients of seasonally-differenced series.
Author(s)
Thiyanga Talagala
seer documentation built on Oct. 1, 2022, 9:06 a.m.
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| acf_seasonalDiff | R Documentation |
Autocorrelation coefficients based on seasonally differenced series
Description
Autocorrelation coefficients based on seasonally differenced series
Usage
acf_seasonalDiff(y, m, lagmax)
Arguments
y |
a univariate time series |
m |
frequency of the time series |
lagmax |
maximum lag at which to calculate the acf |
Value
A vector of 3 values: first ACF value of seasonally-differenced series, ACF value at the first seasonal lag of seasonally-differenced series, sum of squares of first 5 autocorrelation coefficients of seasonally-differenced series.
Author(s)
Thiyanga Talagala
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.
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