Autocorrelation Functions
Usage
autocorrelations(data, mean = TRUE, n = 15)
autocorrelations_partial(data, mean = TRUE, n = 15)
autocorrelations_inverse(data, nar = 30, n = 15)Arguments
- data
data being tested.
- mean
Mean correction. If
TRUE, the auto-correlations are computed as usual. IfFALSE, we consider that the (known) mean is 0 and that the series has been corrected for it.- n
maximum lag at which to calculate the stats.
- nar
number of AR lags used to compute inverse autocorrelations.
Examples
x <- ABS$X0.2.09.10.M
autocorrelations(x)
#> 1 2 3 4 5 6 7 8
#> 0.5929536 0.4240349 0.4440918 0.4598396 0.5293772 0.5569575 0.5245444 0.4470131
#> 9 10 11 12 13 14 15
#> 0.4252213 0.3988519 0.5576846 0.9414002 0.5527883 0.3863764 0.4036775
autocorrelations_partial(x)
#> 1 2 3 4 5 6
#> 0.59295361 0.11172156 0.24129386 0.16806055 0.26884488 0.20859429
#> 7 8 9 10 11 12
#> 0.14384105 0.01563160 0.03589726 -0.05361205 0.28459678 0.88297191
#> 13 14 15
#> -0.59831702 -0.19812352 -0.16655391
autocorrelations_inverse(x)
#> 1 2 3 4 5 6
#> 0.127935871 0.041234692 0.081811935 -0.006654836 0.080157893 0.039683162
#> 7 8 9 10 11 12
#> -0.028236469 0.014953226 -0.007337534 -0.002900856 0.130858573 0.343983450
#> 13 14 15
#> -0.218005440 -0.072689677 -0.073542702