"R acf()"의 두 판 사이의 차이

2020년 12월 18일 (금) 00:15 기준 최신판

1 개요[ | ]

R acf()

"Auto- And Cross- Covariance And -Correlation Function Estimation"

2 plot=F[ | ]

acf(lh, plot=F)

acf(lh, type = "covariance", plot=F)

3 plot=T[ | ]

acf(lh)

acf(lh, type = "covariance")

4 같이 보기[ | ]

5 참고[ | ]

https://www.rdocumentation.org/packages/stats/versions/3.6.0/topics/acf

@@ 1번째 줄: / 1번째 줄: @@
 ==개요==
 ;R acf()
+* "Auto- And Cross- Covariance And -Correlation Function Estimation"
-<source lang='r'>
+==plot=F==
-acf(lh)
+<syntaxhighlight lang='r' run>
-</source>
-[[File:Rplot-acf-lh.png|400px]]
-<source lang='r'>
 acf(lh, plot=F)
-##
+</syntaxhighlight>
-## Autocorrelations of series 'lh', by lag
+<syntaxhighlight lang='r' run>
-##
+acf(lh, type = "covariance", plot=F)
-##      0      1      2      3      4      5      6      7      8      9     10
+</syntaxhighlight>
-##  1.000  0.576  0.182 -0.145 -0.175 -0.150 -0.021 -0.020 -0.004 -0.136 -0.154
-##     11     12     13     14     15     16
-## -0.097  0.049  0.120  0.087  0.119  0.151
-</source>
-<source lang='r'>
+==plot=T==
+<syntaxhighlight lang='r' run>
+acf(lh)
+</syntaxhighlight>
+<syntaxhighlight lang='r' run>
 acf(lh, type = "covariance")
-</source>
+</syntaxhighlight>
-<source lang='r'>
-acf(lh, type = "covariance", plot=F)
-##
-## Autocovariances of series 'lh', by lag
-##
-##        0        1        2        3        4        5        6        7
-##  0.29792  0.17146  0.05417 -0.04312 -0.05208 -0.04458 -0.00625 -0.00604
-##        8        9       10       11       12       13       14       15
-## -0.00125 -0.04042 -0.04583 -0.02896  0.01458  0.03562  0.02583  0.03542
-##       16
-##  0.04500
-</source>
-[[File:Rplot-acf-lh-cov.png|400px]]
 ==같이 보기==