statcheck function

statcheck determines the means, standard deviations and acf's of segmets of a time series and plots the acf's for the segments.

statcheck(y, d)

Arguments

• y: the series, a vector or a time series
• d: scalar, number of segments

Returns

out list with components: - ms: matrix with means and standard deviations of the segments

• ac: matrix with acf's, the first column: acf of the series, the others: acf's of the segments

Examples

data(COFFEE)  
out <- statcheck(COFFEE,4)