AutoCorrelation: AutoCorrelation

Description Usage Arguments Value

Description

Calculates the autocorrelation of the specified lag for the given time series.

Usage

1
AutoCorrelation(arr, max.lag, unbiased)

Arguments

arr

KHIVA array with the time series.

max.lag

The maximum lag to compute.

unbiased

Determines whether it divides by n - lag (if true) or n (if false).

Value

The autocorrelation value for the given time series.


shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.