Auto-correlation computation — calc

Computation of the auto-correlation function (ACF) or the cross-correlation function (CCF), if the argument 'y' is provided.

Usage

calc_acf(x, y = NULL)

Arguments

x: A numeric vector
y: A numeric vector (default = NULL), that will be the value to compute the CCF

Value

A tibble (lag x 2) with:
- ACF/CCF.
- lag.

Examples


x <- rnorm(100)

calc_acf(x)
#> # A tibble: 21 × 2
#>        acf   lag
#>      <dbl> <dbl>
#>  1  1          0
#>  2 -0.0893     1
#>  3  0.0206     2
#>  4 -0.0172     3
#>  5 -0.136      4
#>  6 -0.0597     5
#>  7  0.0324     6
#>  8  0.169      7
#>  9 -0.0795     8
#> 10  0.0389     9
#> # ℹ 11 more rows

y <- rexp(100)

calc_acf(x,y)
#> # A tibble: 33 × 2
#>        ccf   lag
#>      <dbl> <dbl>
#>  1  0.0755   -16
#>  2 -0.143    -15
#>  3  0.200    -14
#>  4 -0.234    -13
#>  5 -0.0297   -12
#>  6  0.0284   -11
#>  7  0.0534   -10
#>  8  0.111     -9
#>  9  0.0848    -8
#> 10 -0.179     -7
#> # ℹ 23 more rows