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 <email@example.com>.
library(synlik) set.seed(10) x <- matrix(runif(1000),100,10) acf <- slAcf(x)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.