get.T: find time series length with missing data

Description Usage Arguments Details Value Author(s)

Description

count the number of available cases and compute the time series length

Usage

1
	get.T(x,lagmax)

Arguments

x

a univariate series

lagmax

maximum lag at which to calculate autocorrelations.

Details

The returned T for lag l equals the number of available cases (pairs of observations with no missing values) plus l.

Value

a vector of size lagmax listing the time series lengthes for different lags

Author(s)

Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>


pautocorr documentation built on May 2, 2019, 6:09 p.m.