acf(timeslab)R Documentation

Calculate Sample Autocorrelation Function

Description

Calculate Sample Autocorrelation Function

Usage

acf(x,m=0)

Arguments

x A time series.
m The number of lags at which to find the acf.

Value

corr A vector containing the autocorrelations.
var A scalar containing the sample variance.

Note

acf and acf1 differ through the use of different internal algorithms but are otherwise equivalent.

See Also

acf1


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