# unicor

From TSSS v1.2.3
by Masami Saga

##### Autocovariance and Autocorrelation

Compute autocovariance and autocorrelation function of the univariate time series.

- Keywords
- ts

##### Usage

`unicor(y, lag = NULL, minmax = c(-1.0e+30, 1.0e+30), plot = TRUE, …)`

##### Arguments

- y
a univariate time series.

- lag
maximum lag. Default is \(2 \sqrt{n}\), where \(n\) is the length of the time series

`y`

.- minmax
bound for outliers in low side and high side.

- plot
logical. If

`TRUE`

(default), autocorrelations are plotted.- …
further arguments to be passed to

`plot.unicor`

.

##### Value

An object of class `"unicor"`

, which is a list with the following
elements:

autocovariances.

autocorrelations.

error bound for autocovariances.

error bound for autocorrelations.

mean of `y`

.

the name of the univariate time series `y`

.

##### References

Kitagawa, G. (2010)
*Introduction to Time Series Modeling*. Chapman & Hall/CRC.

##### Examples

```
# NOT RUN {
# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
Yawrate <- HAKUSAN[, 1]
unicor(Yawrate, lag = 50)
# seismic data
data(MYE1F)
unicor(MYE1F, lag = 50)
# }
```

*Documentation reproduced from package TSSS, version 1.2.3, License: GPL (>= 2)*

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