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, ...)
x | a univariate time series |
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.period | The seasonal period (optional) |
lag_max | maximum lag at which to calculate the acf. The default is
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... | Further arguments passed to |
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.