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.
iacf: returns an array of inverse autocorrelation estimates, with nlag+1 entries.
iacfstd: returns an array of inverse autocorrelation standard errors, with nlag+1 entries.
iacf2std: returns an array of twice standard errors, with nlag+1 entries.
iacfnorm: returns an array of normalized inverse autocorrelation, with nlag+1 entries.
iacfprob: returns an array of inverse autocorrelation probabilities, with nlag+1 entries.
iacflprob: returns an array of inverse autocorrelation log probabilities, with nlag+1 entries.

Last updated: June 14, 2018