Autocorrelation Function

DESCRIPTION:

This function is generic; method functions can be written to handle specific classes of objects. Classes which already have methods for this function include: gls and lme.

USAGE:

ACF(object, maxLag, ...) 

REQUIRED ARGUMENTS:

object
any object from which an autocorrelation function can be obtained. Generally an object resulting from a model fit, from which residuals can be extracted.

OPTIONAL ARGUMENTS:

maxLag
maximum lag for which the autocorrelation should be calculated.
...
some methods for this generic require additional arguments.

VALUE:

will depend on the method function used; see the appropriate documentation.

REFERENCES:

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

SEE ALSO:

,

EXAMPLES:

## see the method function documentation