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Extended sample autocorrelation function

Source: R/low_level.R
eacf.Rd

Tsay & Tiao's (1984) EACF table (entries match TSA::eacf digit for digit) with an automated reading of the zero-triangle vertex, which names the ARMA order (p, q).

Usage

eacf(x, max_ar = 7, max_ma = 13, band = 2)

Arguments

x

A numeric vector (a stationary series).

max_ar, max_ma

Table dimensions (defaults 7 and 13, as in TSA::eacf).

band

Band multiplier for the X/O coding (default 2).

Value

A list with p, q, found, the table and the 0/1 significant matrix.