[R] Inverse autocorrelation function?

David Hartley diseasemodeler at yahoo.com
Sat Oct 1 03:40:55 CEST 2005


In time series analysis it is helpful to plot the
autocorrelation function (ACF), partial
autocorrelation function (PACF), and the inverse
autocorrelation function (IACF). The stats library
provides the ability to compute and plot the ACF and
PACF, but I cannot find an [R] procedure to compute
and plot the IACF. Is there one? 

Best regards, 

David Hartley, PhD




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