ts.acf: Extract the ACF and PACF parameters of time series and their...

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/ts.acf.R

Description

This function is included in ts.analysis function and aims to extract the ACF and PACF details of the input time series data and the ACF, PACF of the residuals after fitting an Arima model.

Usage

1
ts.acf(tsdata, model_residuals, a=0.95, tojson=T)

Arguments

tsdata

The input univariate time series data

model_residuals

The model's residuals after fitting a model to the time series

a

The significant level (default a=0.95)

tojson

If TRUE the results are returned in json format, default returns a list

Details

This function is used internally in ts.analysis function and the output is a list with grouped ACF and PACF parameters of the input time series data, as well as the ACF and PACF parameters of the residuals needed for the graphical purposes in OBEU.

Value

A list with the parameters:

Author(s)

Kleanthis Koupidis

See Also

ts.analysis, Acf, Pacf

Examples

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okgreece/TimeSeries.OBeu documentation built on Nov. 9, 2017, 11:44 p.m.