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 |
library("times") randomize (0) x=normal(100) a1=acf(x) a1[1:5]
Contents of _tmp [1,] 1 [2,] -0.15902 [3,] -0.12114 [4,] 0.29794 [5,] -0.021693
Library: | times |
See also: | pacf fft invfft |