autocorrelations-methods | R Documentation |
Methods for computation of autocorrelations and periodic autocorrelations.
signature(x = "numeric", maxlag = "ANY", lag_0 = "missing")
signature(x = "PeriodicTimeSeries", maxlag = "ANY", lag_0 = "missing")
signature(x = "PeriodicAutocovariances", maxlag = "ANY",
lag_0 = "missing")
signature(x = "SamplePeriodicAutocovariances", maxlag = "ANY",
lag_0 = "missing")
signature(x = "VirtualPeriodicAutocovariances", maxlag = "ANY",
lag_0 = "missing")
signature(x = "VirtualPeriodicAutocovarianceModel", maxlag = "ANY",
lag_0 = "missing")
autocorrelations
in package sarima
for further details.
autocovariances
for autocovariances;
## periodic ts object => peridic acf
autocorrelations(pcts(AirPassengers), maxlag = 10)
## for "ts" or "numeric" objects the default is non-periodic acf
autocorrelations(AirPassengers, maxlag = 10)
autocorrelations(as.numeric(AirPassengers))
## argument 'nseasons' forces periodic acf
autocorrelations(AirPassengers, maxlag = 10, nseasons = 12)
autocorrelations(as.numeric(AirPassengers), maxlag = 10, nseasons = 12)
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