acf.xts: Autocorrelation for xts Objects

In joshuaulrich/xtsExtra: Supplementary Functionality for xts

Description

(Partial) autocorrelation functions for xts objects

Usage

## S3 method for class 'xts'
acf(x, ...)

Arguments

x	an xts object
...	additional arguments to be passed to the stats function which drives these methods.

Details

Currently little more than thin wrappers to stats::acf and stats::pacf.default for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.

Value

An acf or pacf object as appropriate.

Author(s)

Michael Weylandt

Examples

# Hopefully we don't break this
example("acf", "stats")
example("pacf", "stats")

joshuaulrich/xtsExtra documentation built on May 19, 2019, 9:40 p.m.