feat_acf {feasts} | R Documentation |
Computes various measures based on autocorrelation coefficients of the original series, first-differenced series and second-differenced series
feat_acf(x, .period = 1, lag_max = NULL, ...)
x |
a univariate time series |
.period |
The seasonal period (optional) |
lag_max |
maximum lag at which to calculate the acf. The default is
|
... |
Further arguments passed to |
A vector of 6 values: first autocorrelation coefficient and sum of squared of first ten autocorrelation coefficients of original series, first-differenced series, and twice-differenced series. For seasonal data, the autocorrelation coefficient at the first seasonal lag is also returned.
Thiyanga Talagala