Struct FacfResult 

#[non_exhaustive]
pub struct FacfResult {
    pub lags: Vec<u32>,
    pub acf: Vec<f64>,
    pub pacf: Vec<f64>,
    pub upper_band: Vec<f64>,
}

Result of functional ACF/PACF estimation.

Produced by functional_acf and functional_pacf. Lag values run from 1 to max_lag; acf, pacf, and upper_band all have length max_lag.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

lags: Vec<u32>

Lag values (1..=max_lag).

acf: Vec<f64>

Functional autocorrelation ρ_h at each lag (L2-norm, fdaACF convention).

pacf: Vec<f64>

Functional partial autocorrelation (scalar Durbin-Levinson approximation).

upper_band: Vec<f64>

Upper confidence band under the strong-white-noise null (Monte-Carlo quantile).

Trait Implementations

impl Clone for FacfResult

fn clone(&self) -> FacfResult

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FacfResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for FacfResult

fn eq(&self, other: &FacfResult) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for FacfResult