autocorrelation: Estimate the Temporal Autocorrelation of a Numeric Vector
Description
A wrapper for the acf function from the stats package that
extracts only the temporal autocorrelation at a lag of one timestep (which is
the type of temporal autocorrelation that this package simulates). The function omits
NA values in the time series.
Usage
autocorrelation(x, biasCorrection = TRUE)
Value
A single numeric value: the estimate of the temporal autocorrelation with a lag of 1.
Arguments
x
A numeric vector.
biasCorrection
Autocorrelation estimates are biased for short time series. The function can
correct for this bias in the manner proposed by Quenouille (1949). Set to TRUE by default.