View source: R/summary_statistics.R

slAcf | R Documentation |

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

slAcf(x, max.lag = 10)

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

`max.lag` |
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 <matteo.fasiolo@gmail.com>.

library(synlik) set.seed(10) x <- matrix(runif(1000),100,10) acf <- slAcf(x)

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