dot-acf: Auto-Covariance and Correlation Functions

Description Usage Arguments

Description

The acf function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.

Usage

1
.acf(x, lagmax = 0L, cor = TRUE, demean = TRUE)

Arguments

x

A matrix with dimensions N x S or N observations and S processes

lagmax

A integer

cor

A bool indicating whether the correlation (TRUE) or covariance (FALSE) should be computed.

demean

A bool indicating whether the data should be detrended (TRUE) or not (FALSE)


SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.