estimate_pacf: Estimate the sample partial autocorrelation

In ahaeusser/tscv: Functions and utilities for tidy time series forecasting and time series cross-validation

Estimate the sample partial autocorrelation

Description

The function estimates the sample partial autocorrelation function of a tibble containing several time series.

Usage

estimate_pacf(.data, context, lag_max = 24, level = 0.9, ...)

Arguments

.data	A tibble containing the time series data.
context	A named list with the identifiers for seried_id, value_id and index_id.
lag_max	Maximum lag as integer.
level	Numeric value. The confidence level to check significance.
...	Further arguments passed to stats::pacf().

Value

data A tibble with a column for the unique identifier of the time series and the columns type, lag and value.

ahaeusser/tscv documentation built on July 26, 2023, 3:18 p.m.