% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/summary_statistics.R
\name{slAcf}
\alias{slAcf}
\title{Estimate auto-covariances for multiple datasets.}
\usage{
slAcf(x, max.lag = 10)
}
\arguments{
\item{x}{a matrix. Each column contains a replicate series.}

\item{max.lag}{How many lags to use.}
}
\value{
a matrix where each column contains the coefficients for a different replicate. The first coefficient
        corresponds to lag == 0, hence it is the variance, the second is the covariance one step ahead and so 
        on.
}
\description{
Function that, give time series data, transforms them into auto-covariances with different lags.
}
\examples{
library(synlik)
set.seed(10)
x <- matrix(runif(1000),100,10)
acf <- slAcf(x)
}
\author{
Simon N. Wood, maintainer Matteo Fasiolo <matteo.fasiolo@gmail.com>.
}