TS_acr | R Documentation |
This internal function use the "old-fashioned" way to
compute the autocorrelations (and cross-correlations) for a
given time series, i.e. the summation-approach. This is much
slower than the fast Fourier transform approach used by
acf
, but it seems more natural to use this when
computing the ordinary spectral density in the old fashioned
way (using lag-window functions instead of periodograms).
The .TS_info
-argument is given to the internal
function TS_load
, which loads the TS
-part from
file when required. TS_load
will also compute the name
of the directory in which the result should be stored.
TS_acr(.TS_info, lag_max = quote(ceiling(3 * sqrt(length(TS)))))
.TS_info |
A list containing the three components |
lag_max |
The number of lags to include in the analysis. The
default value |
A file will be created containing an array with the
(ordinary) autocorrelations (and cross-correlations) of
TS
. A list with the following to components will be
returned to the internal workflow, in order to be added to the
'info'-object.
This will either simply be "acr" or "acr_boot".
The suffix "boot" is added when the computations are based on
bootstrapped replicates of an original time series. (The
information about the bootstrap-status is available as an
attribute of the TS
-object the computation is based on.)
This will be a vector with the components needed in order to load the saved result back into the workflow.
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