# Estimate auto-covariances for multiple datasets.

### Description

Function that, give time series data, transforms them into auto-covariances with different lags.

### Usage

1 | ```
slAcf(x, max.lag = 10)
``` |

### Arguments

`x` |
a matrix. Each column contains a replicate series. |

`max.lag` |
How many lags to use. |

### Value

a matrix where each column contains the coefficients for a different replicate. The first coefficient corresponds to lag == 0, hence it is the variance, the second is the covariance one step ahead and so on.

### Author(s)

Simon N. Wood, maintainer Matteo Fasiolo <matteo.fasiolo@gmail.com>.

### Examples

1 2 3 4 |

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