fdaACF: Autocorrelation Function for Functional Time Series

Quantify the serial correlation across lags of a given functional time series using an autocorrelation function and a partial autocorrelation function for functional time series. The autocorrelation functions are based on the L2 norm of the lagged covariance operators of the series. Functions are available for estimating the distribution of the autocorrelation functions under the assumption of strong functional white noise.

Version: 0.2.0
Depends: R (≥ 3.5.0)
Imports: CompQuadForm, pracma, fda, Matrix, vars
Suggests: testthat, fields
Published: 2020-08-11
Author: Guillermo Mestre Marcos [aut, cre], José Portela González [aut], Gregory Rice [aut], Antonio Muñoz San Roque [ctb], Estrella Alonso Pérez [ctb]
Maintainer: Guillermo Mestre Marcos <guillermo.mestre at comillas.edu>
BugReports: https://github.com/GMestreM/fdaACF/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/GMestreM/fdaACF
NeedsCompilation: no
Materials: NEWS
In views: FunctionalData, TimeSeries
CRAN checks: fdaACF results


Reference manual: fdaACF.pdf
Package source: fdaACF_0.2.0.tar.gz
Windows binaries: r-devel: fdaACF_0.1.0.zip, r-release: fdaACF_0.2.0.zip, r-oldrel: fdaACF_0.1.0.zip
macOS binaries: r-release: fdaACF_0.2.0.tgz, r-oldrel: fdaACF_0.2.0.tgz
Old sources: fdaACF archive


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