acf(timeslab) | R Documentation |
Calculate Sample Autocorrelation Function
acf(x,m=0)
x |
A time series. |
m |
The number of lags at which to find the acf. |
corr |
A vector containing the autocorrelations. |
var |
A scalar containing the sample variance. |
acf and acf1 differ through the use of different internal algorithms but are otherwise equivalent.