[−][src]Function arima::acf::acf
pub fn acf<T: Float + From<u32> + From<f64> + Copy + Add + AddAssign + Div>(
x: &[T],
max_lag: Option<usize>,
covariance: bool
) -> Result<Vec<T>, ArimaError>
Calculate the auto-correlation function of a time series of length n.
Arguments
&x
- Reference to input vector slice of length n.max_lag
- Calculate ACF for this maximum lag. Defaults to n-1.covariance
- If true, returns auto-covariances. If false, returns auto-correlations.
Returns
- Output vector of length max_lag+1.
Example
use arima::acf; let x = [1.0, 1.2, 1.4, 1.6]; let ac = acf::acf(&x, Some(2), false).unwrap(); assert!((ac[0] - 1.0).abs() < 1.0e-7); assert!((ac[1] - 0.25).abs() < 1.0e-7); assert!((ac[2] - (-0.3)).abs() < 1.0e-7);