emp_acf: Computes autocovariances at lags 0 to p for the ell-th...
In marina-khi/multiscale: Multiscale Inference for Nonparametric Time Trend(s)
emp_acf R Documentation
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Description
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Usage
emp_acf(data, ell, p)
Arguments
data
Time series for which we calculate autocovariances.
ell
Order of differences used.
p
Maximum lag for the autocovariances
Value
Vector of length (p + 1) that consists of empirical
autocoavariances for the corresponding lag - 1.
marina-khi/multiscale documentation built on Jan. 15, 2025, 7:28 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| emp_acf | R Documentation |
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Description
Computes autocovariances at lags 0 to p for the ell-th differences of data.
Usage
emp_acf(data, ell, p)
Arguments
data |
Time series for which we calculate autocovariances. |
ell |
Order of differences used. |
p |
Maximum lag for the autocovariances |
Value
Vector of length (p + 1) that consists of empirical autocoavariances for the corresponding lag - 1.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.