ident

Autocorrelation functions of a time series

Comprehensive analysis and forecasting
of univariate time series using automatic
unobserved components models and algorithms.
Harvey, AC (1989) <doi:10.1017/CBO9781107049994>.
Pedregal DJ and Young PC (2002) <doi:10.1002/9780470996430>.
Durbin J and Koopman SJ (2012) <doi:10.1093/acprof:oso/9780199641178.001.0001>.
Hyndman RJ, Koehler AB, Ord JK, and Snyder RD (2008) <doi:10.1007/978-3-540-71918-2>.

Diego J. Pedregal

UComp

Automatic Unobserved Components and Other Time Series Models

ident function

<dl><dt>y</dt>
<dd>a vector, ts or tsibble object</dd>
<dt>nCoef</dt>
<dd>number of autocorrelation coefficients to estimate</dd>
<dt>nPar</dt>
<dd>number of parameters in a model if y is a residual</dd>
<dt>runFromTests</dt>
<dd>internal check</dd></dl>

Arguments

Author

ident — ident

<dl>

<dt>y</dt>
<dd>a vector, ts or tsibble object</dd>


<dt>nCoef</dt>
<dd>number of autocorrelation coefficients to estimate</dd>


<dt>nPar</dt>
<dd>number of parameters in a model if y is a residual</dd>


<dt>runFromTests</dt>
<dd>internal check</dd>

</dl>

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ident: ident

Description

Usage

Value

Arguments

Author

See Also

Examples