Robust autocorrelations

Ma & Genton's (2000) Q_n-based autocorrelations in the bounded ratio form, whose shared denominator cancels the additive-outlier bias.

Usage

robust_acf(x, max_lag)

Arguments

x

A numeric vector (a stationary series).

max_lag

Largest lag.

Value

Autocorrelations for lags 0:max_lag.