Description Usage Arguments Value Examples
This function generates the autocorrelation measure of a data.frame object.
It is based on the durbin watson test. The test is based on detrended data.
The data.frame object should represent an multivariate ts. As input is
only required an object from the class data.frame.
Otherwise the function returns an error message. Also, for
na_option
is only required the string 'mean' or'kalman'
allowed. This means, that all na values are either replaced by the mean,
or kalman imputation of the ts.
The standard value of na_option
is 'mean'.
1 | calculate_durbin_watson_test(df, targetcol, na_option = "mean")
|
df |
A data.frame object. |
targetcol |
A character containing a column name of the |
na_option |
A string value containing either 'mean' or'kalman'; Standard values is 'mean'. |
The autocorrelation measure of df
.
If the above input params are wrong, an error message is returned.
1 2 3 | calculate_durbin_watson_test(
df = multi_ts_list$`M-TS-1`$data,
targetcol = colnames(multi_ts_list$`M-TS-1`$data)[1])
|
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