acf: Autocovariance Function Estimation

In adrian1econ/TimeSeries: What the Package Does (One Line, Title Case)

Description

The function computes an estimate of the autocovariance function.

Usage

acf(ts, lag.max = NULL)

Arguments

ts	a numeric vector containing a time series or an object of class "arma" ARMA(p,q) model
lag.max	an integer specifying the maximum lag, for which the autocovariance is estimated

Details

The autocovariance is a function that gives the covariance of the process with itself at pairs of time points. For more details see the long documentation in the vignette "Dokumentation".

Value

a numeric vector containing the sample autocovariance function

Examples

acf(arma_sim(phi = c(0.5,-0.1), theta = c(0.1,0.2,-0.3), n=100))

adrian1econ/TimeSeries documentation built on Aug. 25, 2020, 5:18 p.m.