[R] Auto-correlation function?

[Adrian Trapletti]

"Alvaro A. Novo" wrote:

> There's a package tseries that includes an acf function. (see http below)
>

>
> This is in a state of change, it's location depends on which version or R you
> are running. As of R 0.65 acf is in the "ts" library which is in the main
> distribution. Previously there was a version in the "bats" library, another in
> my "dse" library, and another in the "tseries" library, but I expect  Adrian
> Trapletti has removed it from the most recent version of "tseries" (though I
> have not checked). Brian Ripley has been making a valiant attempt to take the
> best parts of these and put them in "ts". There may also be a couple of minor
> fixes to acf in R 0.65.1 when it comes out shortly (and they are probably in the
> snapshot already).
>
> Paul Gilbert
>

Paul is right! I just want to confirm. tseries is updated, i.e., it contains no
longer an acf() and other things which are provided by the "base" ts.

btw I will soon make available a class for GARCH models in tseries.

Adrian


--
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti at wu-wien.ac.at



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