Analyze_Fre_Acf

This function performs autocorrelation frequency analysis in a time series.

Analyzes autocorrelation and partial autocorrelation using surrogate methods and
bootstrapping, and computes the acceleration constants for the vectorized moving block
bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated
intervals and estimates partial autocorrelations using Durbin-Levinson. This package
calculates the autocorrelation power spectrum, computes cross-correlations between two
time series, computes bandwidth for any time series, and performs autocorrelation frequency
analysis. It also calculates the periodicity of a time series.

Leila Marvian Mashhad

ADTSA

Time Series Analysis

Hossein Hassani

Masoud Yarmohammadi

Mohammad Reza Yeganegi

Analyze_Fre_Acf function

<dl> <dt>ts</dt>
<dd>a numeric vector of time series data.</dd> <dt>max_frequency</dt>
<dd>the maximum frequency under consideration.</dd></dl>

Arguments

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Author

Frequency Analysis of Autocorrelation in a Time Series. — Analyze_Fre_Acf

<dl>

 <dt>ts</dt>
<dd>a numeric vector of time series data.</dd>

 <dt>max_frequency</dt>
<dd>the maximum frequency under consideration.</dd>

</dl>

Analyze_Fre_Acf: Frequency Analysis of Autocorrelation in a Time Series.

Description

Usage

Value

Arguments

Author

Examples