sample.acf: Computes the sample autocovariance and autocorrelation...

View source: R/tscourse.R

sample.acfR Documentation

Computes the sample autocovariance and autocorrelation functions.

Description

Computes the sample autocovariance and autocorrelation functions.

Usage

sample.acf(x, max.lag = 12)

Arguments

x

a vector containing time series data.

max.lag

the largest lag at which to compute the autocovariance and autocorrelation functions.

Value

a list containing the autocovariance at lags zero through max.lag. This function computes the sample autocovariance and autocorrelation functions based on the input data.


gregorkb/tscourse documentation built on Oct. 3, 2022, 5:31 p.m.