corr_analysis: Correlation Analysis Functions

Description Usage Arguments Value Author(s) Examples

View source: R/ACF.R

Description

Correlation Analysis function computes and plots both empirical ACF and PACF of both univariate and multivariate cases.

Usage

1
2
corr_analysis(x, lagmax = 0, cor = TRUE, demean = TRUE, show.ci = TRUE,
  alpha = 0.05, plot = TRUE, ...)

Arguments

x

An "ts" object.

lagmax

A integer indicating the max lag.

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).

show.ci

A bool indicating whether to show confidence region.

alpha

A double indicating the confidence interval level. Default is 0.05.

plot

A bool indicating whether to plot.

...

Additional parameters.

Value

Two array of dimensions N x S x S.

Author(s)

Yunxiang Zhang

Examples

1
2
# Plot the Partial Autocorrelation
corr_analysis(datasets::AirPassengers)

SMAC-Group/simts documentation built on July 23, 2018, 1:15 a.m.