unicor {TSSS} | R Documentation |
Compute autocovariance and autocorrelation function of the univariate time series.
unicor(y, lag = NULL, minmax = c(-1.0e+30, 1.0e+30), plot = TRUE, ...)
y |
a univariate time series. |
lag |
maximum lag. Default is 2*sqrt(n), where n
is the length of the time series |
minmax |
bound for outliers in low side and high side. |
plot |
logical. If |
... |
further arguments to be passed to |
An object of class "unicor"
, which is a list with the following
elements:
acov |
autocovariances. |
acor |
autocorrelations. |
acov.err |
error bound for autocovariances. |
acor.err |
error bound for autocorrelations. |
mean |
mean of |
tsname |
the name of the univariate time series |
Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.
# Yaw rate, rolling, pitching and rudder angle of a ship data(HAKUSAN) Yawrate <- HAKUSAN[, 1] unicor(Yawrate, lag = 50) # seismic data data(MYE1F) unicor(MYE1F, lag = 50)