Time Series Analysis Package
Optional Returned Values
You can also specify the following arguments, separated by commas to request additional returned values. If you do not want the value to be returned, enter a space for it.
- mu
returns the mean estimate.
- acov
returns an array of covariance estimates, with nlag+1 entries.
- acf
returns an array of autocorrelation estimates, with nlag+1 entries.
- acfstd
returns an array of standard errors, with nlag+1 entries.
- acf2std
returns an array of twice standard errors, with nlag+1 entries.
- acfnorm
returns an array of normalized autocorrelation, with nlag+1 entries.
- acfprob
returns an array of autocorrelation probabilities, with nlag+1 entries.
- acflprob
returns an array of autocorrelation log probabilities, with nlag+1 entries.
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Last updated: June 14, 2018