Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: pacf fft invfft

Quantlet: acf
Description: computes the autocorrelation function for time series

Usage: y = acf(x)
Input:
x vector
Output:
y vector

Example:

library("times")

randomize (0)

x=normal(100)

a1=acf(x)

a1[1:5]

Result:

Contents of _tmp   

[1,]        1 

[2,] -0.15902 

[3,] -0.12114 

[4,]  0.29794 

[5,] -0.021693 


Library: times
See also: pacf fft invfft

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, 961028
(C) MD*TECH Method and Data Technologies, 21.9.2000