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