[R] a question on autocorrelation acf

Bazman76 h_a_patience at hotmail.com
Mon Dec 5 20:24:41 CET 2011

Hi there,

I am wondering how R calculates the acf too?

I have a data set of approx 1500 returns when I calculate the lag 1
autocorrelation in excel I get a value of -0.4 but in R its approximately

I have cross checked with PC give and PC give agrees with excel?

I'm sure its just some kind of scaling but it would be nice to resolve this


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