Computes various measures based on autocorrelation coefficients of the original series, first-differenced series and second-differenced series
feat_acf(x, .period = 1, lag_max = NULL, ...)
a univariate time series
The seasonal period (optional)
maximum lag at which to calculate the acf. The default is
max(.period, 10L)
for feat_acf
, and max(.period, 5L)
for feat_pacf
Further arguments passed to stats::acf()
or stats::pacf()
A vector of 6 values: first autocorrelation coefficient and sum of squared of first ten autocorrelation coefficients of original series, first-differenced series, and twice-differenced series. For seasonal data, the autocorrelation coefficient at the first seasonal lag is also returned.