sluacf: Compute the autocorrelation of a time series

In statmanrobin/ts343AJ: Time Series Functions and Data for Stat 343

Compute the autocorrelation of a time series

Description

Compute the autocorrelation of a time series

Usage

sluacf(
  series,
  maxlag = NULL,
  plot = TRUE,
  ndiff = 0,
  sdiff = 0,
  out = TRUE,
  ci.type = "ma"
)

Arguments

series	A time series
maxlag	Number of autocorrelations to return (Null default picks a reasoanble number)
plot	Plot of the ACF with bounds? (default is TRUE)
ndiff	Number of regualr differences (default is 0)
sdiff	Number of seasonal differences (default is zero)
out	Output the numerical ACF? (default is TRUE)
ci.type	Type of confidence bounds ("ma" defualt or "white" for white noise)

Value

An autocorrelation object with the first component(lag 0) set to NA

statmanrobin/ts343AJ documentation built on May 23, 2022, 4:34 p.m.