slupacf: 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

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

Arguments

series	A time series
maxlag	Number of partialautocorrelations to return (Null default picks a reasoanble number)
plot	Plot of the PACF with bounds? (default is TRUE)
ndiff	Number of regular 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 partial autocorrelation object

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