| 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 |