ACF | R Documentation |
The ACF function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.
ACF(x, lagmax = 0, cor = TRUE, demean = TRUE)
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 \times S \times S
.
Yunxiang Zhang
# 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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