[R] R help: Correlograms

Hotz, T. th50 at leicester.ac.uk
Fri Jun 6 15:05:37 CEST 2003


> I have time series and need to draw simple and partial 
> correlograms with associated Q-statistics (the same as in 
> EViews). Can I do it in R? Thanks

library(ts) contains functions acf and pacf which come with 
corresponding plot methods. See their help pages for details.

I don't know anything about Q-statistics, though.

HTH

Thomas




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