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compare_acf

Comparison of Classical and Robust Correlation Analysis Functions

Description

Compare classical and robust ACF of univariate time series.

Usage

compare_acf(x, lag.max = NULL, demean = TRUE, show.ci = TRUE,
  alpha = 0.05, plot = TRUE, ...)

Arguments

x

A vector or "ts" object (of length N > 1).
lag.max

A integer indicating the maximum lag up to which to compute the ACF and PACF functions.
demean

A bool indicating whether the data should be detrended (TRUE) or not (FALSE). Defaults to TRUE.
show.ci

A bool indicating whether to compute and show the confidence region. Defaults to TRUE.
alpha

A double indicating the level of significance for the confidence interval. By default alpha = 0.05 which gives a 1 - alpha = 0.95 confidence interval.
plot

A bool indicating whether a plot of the computed quantities should be produced. Defaults to TRUE.
...

Additional parameters.

Author(s)

Yunxiang Zhang

Examples

# Estimate both the ACF and PACF functions
compare_acf(datasets::AirPassengers)
simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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