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qfa (version 4.0)

qser2qacf: ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)

Description

This function creates the ACF of quantile series or quantile-crossing series

Usage

qser2qacf(y.qser)

Value

A matrix or array of ACF

Arguments

y.qser

matrix or array of quantile-crossing series

Examples

Run this code
y <- stats::arima.sim(list(order=c(1,0,0), ar=0.5), n=64)
tau <- seq(0.1,0.9,0.05)
y.qser <- qcser(y,tau)
y.qacf <- qser2qacf(y.qser)
dim(y.qacf)

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