Computes the functional autocorrelation function for a functional time series.
facf(fun_data, lag_value_range = seq(0, 20, by = 1))
Arguments
- fun_data
A matrix or data frame containing functional time series data.
- lag_value_range
Vector of lag values to compute autocorrelation for (default: seq(0, 20, by = 1)).
Value
A vector of autocorrelation values corresponding to the lag values.
Details
The functional autocorrelation function measures the correlation between
functional observations at different time lags. For lag 0, the value is set to NA.
Examples
if (FALSE) { # \dontrun{
# Load example data
data(pm_10_GR)
# Compute functional autocorrelation
acf_values <- facf(pm_10_GR$y)
# Plot autocorrelation function
plot(seq(0, 20, by = 1), acf_values, type = "l",
xlab = "Lag", ylab = "Autocorrelation")
} # }