Description Usage Arguments Value
Estimate the acf for step length before interpolating the data.
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object |
An object of or inheriting from class |
Time.Step |
The time interval used for the regular time grid. |
units |
Can be one of |
lag.max |
The maximum lag to compute. |
kernel.width |
The bandwidth of the kernel used in weighting pairs of observations. Note that the time differences are standardized to have mean 1. The default setting depends on the kernel used. |
kernel.type |
Which kernel to use? Can be one of "rectangle", "sinc", or "gaussian". Can also supply a user-defined function that takes the arguments d, kernel.width, and n. |
An object of class acf
, which is a list containing the following elements:
lag: A vector containing the lags at which the acf is estimated.
acf: An vector with the same length as 'lag' containing the estimated acf.
type: Always set to "correlation".
n.used A vector giving the sum of kernel values for each lag.
series The name of the series 'object'.
snames Always set to NULL.
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