lognorm (version 0.1.10)

computeEffectiveAutoCorr: Estimate vector of effective components of the autocorrelation

Description

Estimate vector of effective components of the autocorrelation

Usage

computeEffectiveAutoCorr(res, type = "correlation")

Arguments

res

numeric of autocorrelated numbers, usually observation - model residuals

type

type of residuals (see acf)

Value

numeric vector: strongest components of the autocorrelation function

Details

Returns all components before first negative autocorrelation

References

Zieba 2011 Standard Deviation of the Mean of Autocorrelated Observations Estimated with the Use of the Autocorrelation Function Estimated From the Data

Examples

# NOT RUN {
# generate autocorrelated time series
res <- stats::filter(rnorm(1000), filter = rep(1,5), circular = TRUE)
res[100:120] <- NA
(effAcf <- computeEffectiveAutoCorr(res))
# }