Estimate auto-covariances for multiple datasets.

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Description

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

Usage

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  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

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