Compare classical and robust ACF of univariate time series.
compare_acf( x, lag.max = NULL, demean = TRUE, show.ci = TRUE, alpha = 0.05, plot = TRUE, ... )
"ts" object (of length \(N > 1\)).
integer indicating the maximum lag up to which to compute the ACF and PACF functions.
bool indicating whether the data should be detrended (
TRUE) or not (
FALSE). Defaults to
bool indicating whether to compute and show the confidence region. Defaults to
double indicating the level of significance for the confidence interval. By default
alpha = 0.05 which gives a 1 -
alpha = 0.95 confidence interval.
bool indicating whether a plot of the computed quantities should be produced. Defaults to
# Estimate both the ACF and PACF functions compare_acf(datasets::AirPassengers)