tsACF: Autocorrelation Function

In RamiKrispin/forecastML: Time Series Forecasting with Linear Regression and Machine Learing Methods

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

RamiKrispin/forecastML documentation built on Nov. 15, 2019, 9:58 a.m.