autocorrelation
Compute autocorrelation and partial autocorrelation functions with significance bounds to detect seasonal patterns.
Instructions
ACF/PACF with significance bounds; suggests a seasonal period when one stands out.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| nlags | No | Defaults to min(40, n/2 - 1). | |
| series_id | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| acf | Yes | ||
| pacf | Yes | ||
| nlags | Yes | ||
| series_id | Yes | ||
| confidence_bound | Yes | ±1.96/sqrt(n) significance band for the ACF. | |
| significant_lags | Yes | Lags (>=1) where |ACF| exceeds the band. | |
| suggested_period | Yes | First strong non-trivial ACF peak, if any. |