| ACF {nlme} | R Documentation |
Autocorrelation Function
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.
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. |
Value
will depend on the method function used; see the appropriate documentation.
Author(s)
José Pinheiro and Douglas Bates Bates@stat.wisc.edu
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.
See Also
Examples
## see the method function documentation