emp_corr: Compute Empirical ACF and PACF

Description Usage Arguments Examples

Description

Computes both the ACF and PACF for a given dataset.

Usage

1
emp_corr(x, lag.max = 30, robust = FALSE)

Arguments

x

A data set, arima or lm

lag.max

A integer indicating the length of the data.

robust

A boolean indicating whether to use a robust estimation.

Examples

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# Computes the empirical correlation
emp_corr(gnp)

SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.