index.acf: Autocorrelation function

View source: R/index.acf.R

index.acfR Documentation

Autocorrelation function

Description

Function to compute the estimated autocorrelation function at pre-defined lags.

Usage

index.acf(ts, lag.max = 1)

Arguments

ts

A vector containing the data

lag.max

Maximum lag considered for acf calculation. Default lag.max = 1.

Value

A scalar with the estimated autocorrelation for that lag.

Author(s)

Neyko Neykov, J. Bedia, D. San-Martín, S. Herrera


SantanderMetGroup/VALUE documentation built on July 8, 2023, 7:03 a.m.