dot-acf: Auto-Covariance and Correlation Functions

.acfR Documentation

Auto-Covariance and Correlation Functions

Description

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

Usage

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

Arguments

x

A matrix with dimensions N \times 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/simts documentation built on Sept. 4, 2023, 5:25 a.m.