[C,R] = acf(V,...)
V
[ VAR ] - VAR object for which the ACF will be computed.C
[ numeric ] - Auto/cross-covariance matrices.
R
[ numeric ] - Auto/cross-correlation matrices.
'applyTo='
[ logical | Inf
] - Logical index of variables to which the 'filter='
will be applied; the default Inf means all variables.
'filter='
[ char | empty ] - Linear filter that is applied to variables specified by 'applyto'.
'nfreq='
[ numeric | 256
] - Number of equally spaced frequencies over which the 'filter' is numerically integrated.
'order='
[ numeric | 0
] - Order up to which ACF will be computed.
'output='
[ 'namedmat'
| 'numeric'
] - Return matrices C
and R
as either namedmat objects (matrices with named rows and columns) or plain numeric arrays.
'progress='
[ true
| false
] - Display progress bar in the command window.