A shiny app to help understand understand the autocorrelation function.
The first plot shows a simulated time series from a first order autoregressive process with the autoregressive coefficient set by the slider. When the lag slider is set above zero, a lagged version of the time series appears.
The second plot shows the correlation between the time series and the lagged version. When the lag is zero, the time series is perfectly correlated with itself.
The third plot shows the sample autocorrelation function (ACF) for the time series with the current lag highlighted.
acf_app()if (FALSE) { # \dontrun{
acf_app()
} # }