autocorrelation function for time series

Usage

acf(x, lag.max, type = "correlation", plot = FALSE)

Arguments

x a time series, vector or matrix
lag.max maximum lag at which to calculate acf
type by default an autocorrelation function is calculated. If type="covariance" the autocovariance function is calculated. Partial correlations are not implemented
plot flag for S-PLUS compatibility. Ignored

Value

A list with the following elements:
acf Autocorrelation function
lag Lag values at which acf is calculated
n.used Number of observations used in calculation
type See above
series Name of time series used as input

Author(s)

Paul Gilbert


[Package Contents]