R: Autocorrelation Function

ACF {nlme} | R Documentation

## Autocorrelation Function

### Description

This function is generic; method functions can be written to handle specific classes of objects. Classes which already have methods for this function include: `gls` and `lme`.

### Usage

    ACF(object, maxLag, ...)

### Arguments

`object` | any object from which an autocorrelation function can be obtained. Generally an object resulting from a model fit, from which residuals can be extracted.
`maxLag` | maximum lag for which the autocorrelation should be calculated.
`...` | some methods for this generic require additional arguments.

### Value

will depend on the method function used; see the appropriate documentation.

### Author(s)

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates Bates@stat.wisc.edu

### References

Box, G.E.P., Jenkins, G.M., and Reinsel G.C. (1994) "Time Series Analysis: Forecasting and Control", 3rd Edition, Holden-Day.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

### See Also

`ACF.gls`, `ACF.lme`, `plot.ACF`

### Examples

    ## see the method function documentation

[Package nlme version 3.1-86 Index]