.acf {simts} | R Documentation |
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 \times 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 )
|
[Package
simts version 0.2.2
Index]