Description Usage Arguments Details Value

Calculates either the cross-correlation function for two variables or the auto-correlation function for a single variable. It can be used to calculate values with bounded periodicity (i.e. the values wrap around'). It uses the population level standard deviation; as such, for self-repeating patterns the ACF does not decay over time.

1 |

`x` |
a vector of numeric values. |

`y` |
a vector of numeric values #optional input. |

`lag.max` |
the total number of lag times that cross-correlation or autocorrelation will be calculated for. |

`wrap` |
determines whether bounded periodicty should be used (wrap=T). Bounded periodicity means that the values 'wrap round'. Usually, not required. |

`level` |
determines whether correlation is calculated using the population-level correlation denominator of 'n' or the sample-level correlation demoninator of 'n-1'. Level only accepts values of 'population' or 'sample'. By default it is set to 'sample'. |

To autocorrelate a single variable, just pass x. To cross-correlate two variables, pass both x and y.

cor.out object is returned. There are nine variables that can be accessed: cor, lag, series, x, y, fit_best, wrap, type, level, conf.int.

bvidgen/RPackage documentation built on April 18, 2018, 8:26 p.m.

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