Autocorrelation coefficients based on seasonally differenced series

acf_seasonalDiff(y, m, lagmax)

Arguments

y

a univariate time series

m

frequency of the time series

lagmax

maximum lag at which to calculate the acf

Value

A vector of 3 values: first ACF value of seasonally-differenced series, ACF value at the first seasonal lag of seasonally-differenced series, sum of squares of first 5 autocorrelation coefficients of seasonally-differenced series.