tsfeatures: pacf_features – R documentation

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pacf_features

Partial autocorrelation-based features

Description

Computes various measures based on partial autocorrelation coefficients of the original series, first-differenced series and second-differenced series

Usage

pacf_features(x)

Arguments

`x`	a univariate time series

Value

A vector of 3 values: Sum of squared of first 5 partial autocorrelation coefficients of the original series, first differenced series and twice-differenced series. For seasonal data, the partial autocorrelation coefficient at the first seasonal lag is also returned.

Author(s)

Thiyanga Talagala

tsfeatures

Time Series Feature Extraction

v1.0.2

GPL-3

Authors

Rob Hyndman [aut, cre] (<https://orcid.org/0000-0002-2140-5352>), Yanfei Kang [aut] (<https://orcid.org/0000-0001-8769-6650>), Pablo Montero-Manso [aut], Thiyanga Talagala [aut] (<https://orcid.org/0000-0002-0656-9789>), Earo Wang [aut] (<https://orcid.org/0000-0001-6448-5260>), Yangzhuoran Yang [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Souhaib Ben Taieb [ctb], Cao Hanqing [ctb], D K Lake [ctb], Nikolay Laptev [ctb], J R Moorman [ctb]

Initial release