computeEffectiveAutoCorr: Estimate vector of effective components of the...

In lognorm: Functions for the Lognormal Distribution

Description

Estimate vector of effective components of the autocorrelation

Usage

computeEffectiveAutoCorr(res, type = "correlation")

Arguments

res	numeric of autocorrelated numbers, usually observation - model residuals
type	type of residuals (see acf)

Details

Returns all components before first negative autocorrelation

Value

numeric vector: strongest components of the autocorrelation function

References

Zieba 2011 Standard Deviation of the Mean of Autocorrelated Observations Estimated with the Use of the Autocorrelation Function Estimated From the Data

Examples

# generate autocorrelated time series
res <- stats::filter(rnorm(1000), filter = rep(1,5), circular = TRUE)
res[100:120] <- NA
(effAcf <- computeEffectiveAutoCorr(res))

lognorm documentation built on Nov. 22, 2021, 1:07 a.m.