Autocorrelation coefficients based on seasonally differenced series

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.