

acf(timeslab)                                R Documentation

_C_a_l_c_u_l_a_t_e _S_a_m_p_l_e _A_u_t_o_c_o_r_r_e_l_a_t_i_o_n _F_u_n_c_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n_:

     Calculate Sample Autocorrelation Function

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

     acf(x,m=0)

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

       x: A time series.

       m: The number of lags at which to find the acf.

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

    corr: A vector containing the autocorrelations.

     var: A scalar containing the sample variance.

_N_o_t_e_:

     acf and acf1 differ through the use of different inter-
     nal algorithms but are otherwise equivalent.

_S_e_e _A_l_s_o_:

     `acf1'

