prep.check.acf {predtoolsTS} | R Documentation |
Plots the autocorrelation function to check stationarity
prep.check.acf(tserie)
tserie |
a |
For a stationary time series, the ACF will drop to zero relatively quickly, while the ACF of non-stationary data decreases slowly. Also, for non-stationary data, the value is often large and positive.
prep.check.acf(AirPassengers)
prep.check.acf(prep(AirPassengers))