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);