autocorrelations: Autocorrelation Functions

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

Autocorrelation Functions

Description

Autocorrelation Functions

Usage

autocorrelations(data, mean = TRUE, n = 15)

autocorrelations_partial(data, mean = TRUE, n = 15)

autocorrelations_inverse(data, nar = 30, n = 15)

Arguments

data	data being tested.
mean	Mean correction. If TRUE, the auto-correlations are computed as usual. If FALSE, we consider that the (known) mean is 0 and that the series has been corrected for it.
n	maximum lag at which to calculate the stats.
nar	number of AR lags used to compute inverse autocorrelations.

Examples

x <- ABS$X0.2.09.10.M
autocorrelations(x)
autocorrelations_partial(x)
autocorrelations_inverse(x)

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.