Autocorrelation Function

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.

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.

Value

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

References

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

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

Author

José Pinheiro and Douglas Bates Bates@stat.wisc.edu

See also

ACF.gls, ACF.lme, plot.ACF