% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/FDEL.R
\name{FDEL.acf}
\alias{FDEL.acf}
\title{Two-sample frequency-domain empirical likelihood test for
autocorrelation difference}
\usage{
FDEL.acf(
  X,
  Y,
  Delta = 0,
  lag = 1,
  bartlett = FALSE,
  bootstrap.samples = 500,
  center = TRUE,
  seed = NULL,
  span = 0.15,
  rho.lower = -0.99,
  rho.upper = 0.99
)
}
\arguments{
\item{X, Y}{Numeric time-series vectors (length >= 10).}

\item{Delta}{Hypothesised difference
\eqn{\rho_x(h) - \rho_y(h) = \Delta} (default 0).}

\item{lag}{Positive integer lag \eqn{h} (default 1).}

\item{bartlett}{Logical; apply a bootstrap Bartlett
correction? (default \code{FALSE}).}

\item{bootstrap.samples}{Number of bootstrap replicates for the Bartlett
correction (used only when \code{bartlett = TRUE}).}

\item{center}{Logical; subtract sample means before
computing periodograms? (default \code{TRUE}).}

\item{seed}{Optional integer seed for reproducibility.}

\item{span}{Loess span for periodogram smoothing used in the
Bartlett correction (default 0.15).}

\item{rho.lower, rho.upper}{Search bounds for the profile
autocorrelation optimization (defaults \code{-0.99},
\code{0.99}).}
}
\value{
An object of class \code{c("FDELacf", "htest")}
  with components \code{statistic}, \code{parameter},
  \code{p.value}, \code{estimate}, \code{null.value},
  \code{alternative}, \code{method}, \code{data.name},
  \code{lag}, \code{bartlett}, \code{bartlett.factor},
  \code{statistic.uncorrected}, \code{p.value.uncorrected},
  \code{B}, \code{call}.
}
\description{
Tests whether the lag-\eqn{h} autocorrelation of two
independent stationary time series differ by a specified
amount \eqn{\Delta}.
}
\examples{
set.seed(1)
X <- arima.sim(n = 200, model = list(ar = 0.3))
Y <- arima.sim(n = 350, model = list(ar = 0.3))
FDEL.acf(X, Y)
## With Bartlett correction (slower)
## FDEL.acf(X, Y, bartlett = TRUE, B = 199)

}
\author{
R. Alksnis, J. Valeinis
}
