ACF function

Autocorrelation Function

This function is generic; method functions can be written to handle specific classes of objects. Classes which already have methods for this function include: gls and lme.

ACF(object, maxLag, ...)

Arguments

• object: any object from which an autocorrelation function can be obtained. Generally an object resulting from a model fit, from which residuals can be extracted.
• maxLag: maximum lag for which the autocorrelation should be calculated.
• ...: some methods for this generic require additional arguments.

Returns

will depend on the method function used; see the appropriate documentation.

References

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

Author(s)

José Pinheiro and Douglas Bates Bates@stat.wisc.edu

See Also

ACF.gls, ACF.lme, plot.ACF