computeAcf function

Compute and shorten autocorrelation

Compute and shorten autocorrelation

computeAcf computes the autocorrelation function of its argument and discards the zero lag and all lags greater than 2/3 of the argument's length

computeAcf(y)

Arguments

  • y: The input time series.

Returns

The shortened autocorrelation

Examples

season_length <- 26 y <- sin(1:400*2*pi/season_length) computeAcf(y)