acf(bats) | R Documentation |
The function acf
computes estimates of the autocovariance
function.
The generic function plot
has a method for acf objects.
acf(x, lag.max=NULL, plot=FALSE, type=c("correlation", "covariance", "partial")) plot.acf(acf.obj, ci, ...)
For type
= "correlation" and "covariance", the
estimates are based on the sample covariance.
The partial correlation coefficient is estimated by fitting autoregressive
models of successively higher orders up to lag.max
. The function
ar.yw
is called to do this.
acf
, which is a list with the following
elements:
lag |
A three dimensional array containing the lags at which the acf is estimated. |
acf |
An array with the same dimensions as lag
containing the estimated acf. |
type |
The type of correlation (same as the type argument). |
n.used |
The number of observations in the time series. |
series |
The name of the series |
snames |
The series names for multivariate time series. |
The confidence interval plotted in plot.acf
is based on
an uncorrelated series and should be treated with appropriate
caution.
Paul Gilbert, Martyn Plummer