Description Usage Arguments Value References See Also Examples

Calculates the autocorrelation coefficient between a vector and its k-period lag. This can be used as an esitmator for rho in an AR(1) process.

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`x` |
A vector, usually residuals. |

`lag` |
Lag for which the autocorrelation should be calculated. |

Autocorrelation coefficient of lag k, numeric value.

NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/eda/section3/eda35c.htm

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