Estimate auto-covariances for multiple datasets.
Function that, give time series data, transforms them into auto-covariances with different lags.
slAcf(x, max.lag = 10)
a matrix. Each column contains a replicate series.
How many lags to use.
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.
Simon N. Wood, maintainer Matteo Fasiolo <firstname.lastname@example.org>.
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