Chi-Kuang Yeh, Gregory Rice and Joel A. Dubin
This is the repository to reproduce the paper entitled Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series
This folder contains the code to reproduce the figures presented on the manuscript
Section 4: Applications
Fig 5: Spanish electricity data, detrended electricity data, and their corresponding fACF and fSACF
Fig 6: Portmanteau test of the series
Fig 7: Curves of the stock price data and the corresponding fSACF
- Include the data file
- Wrap into a Rpackage
- Add the code which reproduce Figs 1 - 4