Estimate_Acps

This function is used to estimate the autocorrelation power spectrum (ACPS) of the data.

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

Estimate_Acps function

<dl> <dt>ts</dt>
<dd>a vector of time series data.</dd> <dt>method</dt>
<dd>periodogram method for power spectrum estimation.</dd></dl>

Arguments

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

Author

Estimation of Autocorrelation Power Spectrum (ACPS) — Estimate_Acps

<dl>

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

 <dt>method</dt>
<dd>periodogram method for power spectrum estimation.</dd>

</dl>

Estimate_Acps: Estimation of Autocorrelation Power Spectrum (ACPS)

Description

Usage

Value

Arguments

Author

Examples