ident function

ident

Autocorrelation functions of a time series

ident(y, nCoef = min(37, floor(length(y)/4)), nPar = 0, runFromTests = FALSE)

Arguments

• y: a vector, ts or tsibble object
• nCoef: number of autocorrelation coefficients to estimate
• nPar: number of parameters in a model if y is a residual
• runFromTests: internal check

Returns

A vector with all the dimensions

Examples

ident(AirPassengers)

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, slide, plotSlide, Accuracy, tsDisplay, size

Author(s)

Diego J. Pedregal