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.
Bu egzersiz, kursun bir parçasıdır
Time Series Analysis in R
Egzersiz talimatları
- Use three calls to
acf()to calculate the ACF forx,y, andz, respectively.
Uygulamalı etkileşimli egzersiz
Bu egzersizi bu örnek kodu tamamlayarak deneyin.
# Calculate the ACF for x
acf(___)
# Calculate the ACF for y
# Calculate the ACF for z