compare_acf {simts} | R Documentation |
Comparison of Classical and Robust Correlation Analysis Functions
Description
Compare classical and robust ACF
of univariate time series.
Usage
compare_acf(
x,
lag.max = NULL,
demean = TRUE,
show.ci = TRUE,
alpha = 0.05,
plot = TRUE,
...
)
Arguments
x |
A vector or "ts" object (of length N > 1 ).
|
lag.max |
A integer indicating the maximum lag up to which to compute the ACF and PACF functions.
|
demean |
A bool indicating whether the data should be detrended (TRUE ) or not (FALSE ). Defaults to TRUE .
|
show.ci |
A bool indicating whether to compute and show the confidence region. Defaults to TRUE .
|
alpha |
A double indicating the level of significance for the confidence interval. By default alpha = 0.05 which gives a 1 - alpha = 0.95 confidence interval.
|
plot |
A bool indicating whether a plot of the computed quantities should be produced. Defaults to TRUE .
|
... |
Additional parameters.
|
Author(s)
Yunxiang Zhang
Examples
# Estimate both the ACF and PACF functions
compare_acf(datasets::AirPassengers)
[Package
simts version 0.2.2
Index]