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

Macro: 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, 17.8.2000