Description Usage Arguments Details Value Author(s)
'nanautocorr' computes autocorrelation coefficient dealing with missing values
1 | nanautocorr(data, nlags, R)
|
data |
vector of time series |
nlags |
maximum number of lags in the computation of ACF |
R |
number of lags until the model is supposed to have a significant AC coefficient (optional) |
Calculates the 'nlag' autocorrelation coefficient for a data vector containing missing values couples of data including 'NA' are excluded from the computation. Here the ACF is calculated using the Pearson\'s correlation coefficient for each lag.
out vector of the ACF
Fabio Oriani, fabio.oriani@unine.ch, University of Neuchatel (CH) original author; Alessandro Bigi (abigi@unimore.it), University of Modena and Reggio Emilia (IT) for the R version
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