compare_acf: Comparison of Classical and Robust Correlation Analysis Functions
Description
Compare classical and robust ACF
of univariate time series.
Usage
compare_acf(x, lag.max = NULL, demean = TRUE, show.ci = TRUE,
alpha = 0.05, plot = TRUE, ...)
Arguments
x
A vector or "ts" object (of length \(N > 1\)).
lag.max
A integer indicating the maximum lag up to which to compute the ACF and PACF functions.
demean
A bool indicating whether the data should be detrended (TRUE) or not (FALSE). Defaults to TRUE.
show.ci
A bool indicating whether to compute and show the confidence region. Defaults to TRUE.
alpha
A double indicating the level of significance for the confidence interval. By default alpha = 0.05 which gives a 1 - alpha = 0.95 confidence interval.
plot
A bool indicating whether a plot of the computed quantities should be produced. Defaults to TRUE.
Examples
Run this code# NOT RUN {
# Estimate both the ACF and PACF functions
compare_acf(datasets::AirPassengers)
# }
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