Quantify the serial correlation across lags of a given functional
time series using the autocorrelation function and a partial autocorrelation
function for functional time series proposed in
Mestre et al. (2021) <doi:10.1016/j.csda.2020.107108>.
The autocorrelation functions are based on the L2 norm of the lagged covariance
operators of the series. Functions are available for estimating the
distribution of the autocorrelation functions under the assumption
of strong functional white noise.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
CompQuadForm, pracma, fda, vars |
| Suggests: |
testthat, fields |
| Published: |
2020-10-20 |
| DOI: |
10.32614/CRAN.package.fdaACF |
| Author: |
Guillermo Mestre Marcos [aut, cre],
José Portela González [aut],
Gregory Rice [aut],
Antonio Muñoz San Roque [ctb],
Estrella Alonso Pérez [ctb] |
| Maintainer: |
Guillermo Mestre Marcos <guillermo.mestre at comillas.edu> |
| BugReports: |
https://github.com/GMestreM/fdaACF/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/GMestreM/fdaACF |
| NeedsCompilation: |
no |
| Citation: |
fdaACF citation info |
| Materials: |
NEWS |
| In views: |
FunctionalData, TimeSeries |
| CRAN checks: |
fdaACF results |