"A Tour of Time Series Analysis with R" (TTS) is a text that is aimed to provide better explanations for students investigating dependency within observations.
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New function in the gmwm package to compare robust and classical ACF #18
@coatless could you please add the functionality we discussed today to compare robust and classical ACF. What I propose it a function ACF(..... , estimator = x), where x can be "classical (default)", "robust" and "both". Then a function plot.ACF if option both is used the compare ACFs. Makes sense? Once the function is there it would be nice to use it the example at the end of chapter 2 (see issue #17). Thanks!
@coatless could you please add the functionality we discussed today to compare robust and classical ACF. What I propose it a function ACF(..... , estimator = x), where x can be "classical (default)", "robust" and "both". Then a function plot.ACF if option both is used the compare ACFs. Makes sense? Once the function is there it would be nice to use it the example at the end of chapter 2 (see issue #17). Thanks!