Estimate the autocorrelation function (ACF) for an autoregression
What if you need to estimate the autocorrelation function from your data? To do so, you'll need the acf() command, which estimates autocorrelation by exploring lags in your data. By default, this command generates a plot of the relationship between the current observation and lags extending backwards.
In this exercise, you'll use the acf() command to estimate the autocorrelation function for three new simulated AR series (x, y, and z). These objects have slope parameters 0.5, 0.9, and -0.75, respectively, and are shown in the adjoining figure.
Diese Übung ist Teil des Kurses
Time Series Analysis in R
Anleitung zur Übung
- Use three calls to
acf()to calculate the ACF forx,y, andz, respectively.
Interaktive Übung
Vervollständige den Beispielcode, um diese Übung erfolgreich abzuschließen.
# Calculate the ACF for x
acf(___)
# Calculate the ACF for y
# Calculate the ACF for z