JN_ACSDM

This function calculates the acceleration constant for the alternative data method. This is done by sequentially removing one observation from the sample data points.

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

JN_ACSDM function

<dl> <dt>ts</dt>
<dd>a vector of time series data.</dd> <dt>lgmx</dt>
<dd>maximum lag at which to compute autocorrelations.</dd></dl>

Arguments

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

Author

The Acceleration Constant for the Alternative Data Method — JN_ACSDM

<dl>

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

 <dt>lgmx</dt>
<dd>maximum lag at which to compute autocorrelations.</dd>

</dl>

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JN_ACSDM: The Acceleration Constant for the Alternative Data Method

Description

Usage

Value

Arguments

Author

Examples