Description Usage Arguments Details Value Author(s) Examples

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

1 |

`x` |
A |

`lagmax` |
A |

`cor` |
A |

`demean` |
A |

`lagmax`

default is *10*log10(N/m)* where *N* is the number of
observations and *m* is the number of series being compared. If
`lagmax`

supplied is greater than the number of observations, then one
less than the total will be taken.

An `array`

of dimensions *N x S x S*.

Yunxiang Zhang

1 2 3 4 5 | ```
# Get Autocorrelation
m = ACF(datasets::AirPassengers)
# Get Autocovariance and do not remove trend from signal
m = ACF(datasets::AirPassengers, cor = FALSE, demean = FALSE)
``` |

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