Skip to content

fdaACF

Autocorrelation Function for Functional Time Series

v1.0.0 · Oct 20, 2020 · GPL (>= 2)
CRAN GitHub Mirror

Description

Quantify the serial correlation across lags of a given functional time series using the autocorrelation function and a partial autocorrelation function for functional time series proposed in Mestre et al. (2021) <doi:10.1016/j.csda.2020.107108>. 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.

Downloads

211

Last 30 days

15651st

211

Last 90 days

211

Last year

CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Guillermo Mestre Marcos <guillermo.mestre@comillas.edu>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Found the following URLs which should use \doi (with the DOI name only):
  File ‘FTS_identification.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
    https://doi.org/10.1016/j.ijepes.2020.106083
    https://doi.org/10.1016/j.jmva.2017.08.004
  File ‘fit_ARHp_FPCA.Rd’:
    https://doi.org/10.1080/01621459.2014.909317
  File ‘obtain_FACF.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
    https://doi.org/10.1016/j.ijepes.2020.106083
    https://doi.org/10.1016/j.jmva.2017.08.004
  File ‘obtain_FPACF.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Guillermo Mestre Marcos <guillermo.mestre@comillas.edu>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Found the following URLs which should use \doi (with the DOI name only):
  File ‘FTS_identification.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
    https://doi.org/10.1016/j.ijepes.2020.106083
    https://doi.org/10.1016/j.jmva.2017.08.004
  File ‘fit_ARHp_FPCA.Rd’:
    https://doi.org/10.1080/01621459.2014.909317
  File ‘obtain_FACF.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
    https://doi.org/10.1016/j.ijepes.2020.106083
    https://doi.org/10.1016/j.jmva.2017.08.004
  File ‘obtain_FPACF.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
OK r-devel-linux-x86_64-fedora-clang

*


            

            

              

                OK
                r-devel-linux-x86_64-fedora-gcc
              

              
*

              

            

            

              

                OK
                r-devel-macos-arm64
              

              
*

              

            

            

              

                OK
                r-devel-windows-x86_64
              

              
*

              

            

            

              

                OK
                r-oldrel-macos-arm64
              

              
*

              

            

            

              

                OK
                r-oldrel-macos-x86_64
              

              
*

              

            

            

              

                OK
                r-oldrel-windows-x86_64
              

              
*

              

            

            

              

                OK
                r-patched-linux-x86_64
              

              
*

              

            

            

              

                OK
                r-release-linux-x86_64
              

              
*

              

            

            

              

                OK
                r-release-macos-arm64
              

              
*

              

            

            

              

                OK
                r-release-macos-x86_64
              

              
*

              

            

            

              

                OK
                r-release-windows-x86_64
              

              
*

              

            

          

        

      



      

      
      

        
Check History

        

          

            
              NOTE
              
                12 OK ·                 2 NOTE ·                 0 WARNING ·                 0 ERROR ·                 0 FAILURE              
              Mar 9, 2026
            
            

              

                

                  NOTE
                  r-devel-linux-x86_64-debian-clang
                

                
CRAN incoming feasibility

                
Maintainer: ‘Guillermo Mestre Marcos <guillermo.mestre@comillas.edu>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Found the following URLs which should use \doi (with the DOI name only):
  File ‘FTS_identification.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
    https://doi.org/10.1016/j.ijepes.2020.106083
   

              

              

                

                  NOTE
                  r-devel-linux-x86_64-debian-gcc
                

                
CRAN incoming feasibility

                
Maintainer: ‘Guillermo Mestre Marcos <guillermo.mestre@comillas.edu>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Found the following URLs which should use \doi (with the DOI name only):
  File ‘FTS_identification.Rd’:
    https://doi.org/10.1016/j.csda.2020.107108
    https://doi.org/10.1016/j.ijepes.2020.106083
   

              

            

          

        

      


      

      
      

        
Dependency Network

        

          
            

            
            
            Dependencies
            
            Reverse dependencies

            
            
            
            
            

            

            
            
              
              CompQuadForm
            
            
              
              pracma
            
            
              
              fda
            
            
              
              vars
            

            

            
            
            fdaACF
          
        

      


      
      

        
Version History

        

          

            new
            1.0.0
            Mar 9, 2026