acfToDf | R Documentation |
It reads a vector representing a time series, applies acf
for a given number of lags
acfToDf( x = NULL, lag.max = 100, length.out = 10 )
x |
numeric vector. Must represent a variable sampled at regular times. |
lag.max |
integer, number of lags over which to compute temporal autocorrelation. |
length.out |
integer, total number of lags to consider for plotting. Should be a subset of |
This function computes temporal autocorrelation of a given vector using acf
, and returns a dataframe ready for easy plotting with plotAcf
.
A dataframe with the columns: #'
lag: numeric, lag in the time units of x
with a maximum determined by lag.max
, and a number of unique values determined by length.out
acf: Pearson correlation index returned by the acf
for a given number of lags for the given lag.
ci.max: Maximum value of the confidence interval of acf
.
ci.min: Minimum value of the confidence interval of acf
.
Blas M. Benito <blasbenito@gmail.com>
acf
, plotAcf
#getting a driver data(driverA) #computing temporal autocorrelations x.df <- acfToDf( x = driverA, lag.max = 1000, length.out = 100 ) str(x.df) #plotting output plotAcf(x.df)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.