Autocorrelation Function

Usage

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.

Description

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.

Value

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

Author(s)

Jose Pinheiro and Douglas Bates

References

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

See Also

ACF.gls, ACF.lme

Examples

## see the method function documentation

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