tsACF: Autocorrelation Function

In RamiKrispin/forecastLM: Time Series Forecasting with Linear Regression Models

Description

The tsACF function calculate the estimated autocorrelation between a series and its past lags

Usage

tsACF(
  input,
  var = NULL,
  max.lag = NULL,
  ci = 0.95,
  na.rm = FALSE,
  width = 0.01,
  plot = TRUE
)

Arguments

input	A tsibble object
var	A character, optional, defines the variables names to calculate the ACF when having a multuple time series object
max.lag	An integer, defines the maximum number of lags to be used
ci	A numeric between 0 and 1, defines the coverage probablility for confidence interval (by default set to 0.95)
na.rm	A boolean, if set to TRUE will ignore missing values
width	A numeric, defines the plot's autocorrelation lines width
plot	A boolean, if set to TRUE will plot the acf results

Examples

data(ny_gas)

tsACF(ny_gas)

RamiKrispin/forecastLM documentation built on April 4, 2020, 1:48 a.m.