autocovariance: Autocovariance estimates

Description Usage Arguments Value

View source: R/diagnostic.R

Description

Compute autocovariance estimates for every lag for the specified input sequence using a fast Fourier transform approach. Estimate for lag t is scaled by N-t.

Usage

1

Arguments

y

A numeric vector forming a sequence of values.

Value

A numeric vector of autocovariances at every lag (scaled by N-lag).


weiyaw/flexss documentation built on June 16, 2021, 7:48 a.m.