dot-acf: Auto-Covariance and Correlation Functions
In simts: Time Series Analysis Tools

.acf	R Documentation

Auto-Covariance and Correlation Functions

The acf function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.

.acf(x, lagmax = 0L, cor = TRUE, demean = TRUE)

`x`	A `matrix` with dimensions `N \times S` or N observations and S processes
`lagmax`	A `integer`
`cor`	A `bool` indicating whether the correlation (`TRUE`) or covariance (`FALSE`) should be computed.
`demean`	A `bool` indicating whether the data should be detrended (`TRUE`) or not (`FALSE`)