| 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