acfmat: 'acfmat' computes a sequence of autocorrelation matrices for...
In tsapp: Time Series, Analysis and Application
Description
Usage
Arguments
Value
Examples
Description
acfmat computes a sequence of autocorrelation matrices for a multivariate time series
Usage
1
acfmat(y, lag.max)
Arguments
y
multivariate time series
lag.max
maximum number of lag
Value
out list with components:
M
array with autocovariance matrices
M1
array with indicators if autocovariances are significantly greater (+),
lower (-) than the critical value or insignificant (.) at 95 percent level
Examples
1
2
tsapp documentation built on Oct. 30, 2021, 5:08 p.m.
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Description Usage Arguments Value Examples
Description
acfmat computes a sequence of autocorrelation matrices for a multivariate time series
Usage
1 | acfmat(y, lag.max)
|
Arguments
y |
multivariate time series |
lag.max |
maximum number of lag |
Value
out list with components:
M |
array with autocovariance matrices |
M1 |
array with indicators if autocovariances are significantly greater (+), lower (-) than the critical value or insignificant (.) at 95 percent level |
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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