

acf(coda)                                    R Documentation

_a_u_t_o_c_o_r_r_e_l_a_t_i_o_n _f_u_n_c_t_i_o_n _f_o_r _t_i_m_e _s_e_r_i_e_s

_U_s_a_g_e_:

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

_A_r_g_u_m_e_n_t_s_:

       x: a time series, vector or matrix

 lag.max: maximum lag at which to calculate acf

    type: by default an autocorrelation function is calcu-
          lated.  If type="covariance" the autocovariance
          function is calculated.  Partial correlations are
          not implemented

    plot: flag for S-PLUS compatibility. Ignored

_V_a_l_u_e_:

     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

_A_u_t_h_o_r_(_s_)_:

     Paul Gilbert

