Description Usage Arguments Details Value Author(s) References See Also
BartlettSE is a wrapper of Bartlett_Shumway. This function returns standard error estimates of autocorrelations up to lagmax.
1 | BartlettSE(data, L, lagmax)
|
data |
a numeric vector of time series data. |
L |
an upper limit for the summed terms. Default is 30. |
lagmax |
maximum lag at which to calculate autocorrelations. |
Compute standard error estimates using Bartlett's formula. In the presence of missing values, estimates of autocorrelations are computed from complete cases, which may not be valid.
a vector of standard error estimates of autocorrelations up to lagmax.
Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>
Bartlett, M. S. (1955). An introduction to stochastic processes. Cambridge: Cambridge University Press. (p.289)
Shumway, R. H., & Stoffer, D. S. (2006). Time series analysis and its applications with r examples (2nd ed.). New York: Springer. (p.519)
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