ACDm (version 1.0.3)

acf_acd: Autocorrelation function plots for ACD models

Description

plots the ACF (Auto Correlation Function) for the durations, diurnally adjusted durations, and residuals.

Usage

acf_acd(fitModel = NULL, conf_level = 0.95, max = 50, min = 1)

Arguments

fitModel

a fitted model of class "acdFit", or a data.frame containing at least one the columns "durations", "adjDur", or "residuals". Can also be a vector of durations or residuals.

conf_level

the confidence level of the confidence bands

max

the largest lag to plot

min

the smallest lag to plot

Value

returns a data.frame with the values of the sample autocorrelations for each lag and variable.

Examples

fitModel <- acdFit(adjDurData)
acf_acd(fitModel, conf_level = 0.95, max = 50, min = 1)

f <- acf_acd(durData)
f