[Rd] suggestion for ARMAacf()

Hiroyuki Kawakatsu hkawakat at qub.ac.uk
Tue Aug 17 11:37:09 CEST 2004


in 1.9.1, the return value from ARMAacf(pacf=TRUE) is not named by lags,
contrary to ?ARMAacf. the simple fix is to move names(Acf) <-
down after if(pacf), with an appropriate starting lag as pacf=TRUE appears
to start at lag 1 (whereas pacf=FALSE starts at lag 0).

for consistency, one could argue to append 1 for lag 0 for pacf=TRUE
(or start pacf=F at lag 1). however, given the inconsistency for the
sample counterparts acf() and pacf(), i am not too bothered with this
behavior as long as the lags are named for both pacf=T and pacf=F.

Hiroyuki Kawakatsu
School of Management and Economics
25 University Square
Queen's University, Belfast
Belfast BT7 1NN
Northern Ireland
United Kingdom
Tel +44 (0)28 9097 3290
Fax +44 (0)28 9033 5156

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