R acf()

1 개요

R acf()

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

2 plot=F

R

CPU

0.3s

MEM

53M

0.4s

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acf(lh, plot=F)

Autocorrelations of series ‘lh’, by lag

     0      1      2      3      4      5      6      7      8      9     10 
 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 

R

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

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3 plot=T

R

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acf(lh)

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R

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acf(lh, type = "covariance")

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4 같이 보기

• R pacf()
• R plot.acf()
• R ARMAacf()

5 참고

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