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dot-acf

Auto-Covariance and Correlation Functions

Description

The acf function computes the estimated autocovariance or autocorrelation for both univariate and multivariate cases.

Usage

.acf(x, lagmax = 0L, cor = TRUE, demean = TRUE)

Arguments

x

A matrix with dimensions N x S or N observations and S processes
lagmax

A integer
cor

A bool indicating whether the correlation (TRUE) or covariance (FALSE) should be computed.
demean

A bool indicating whether the data should be detrended (TRUE) or not (FALSE)
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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