[R] a question on autocorrelation acf
h_a_patience at hotmail.com
Tue Dec 6 02:32:37 CET 2011
I have now cheked the results against pc give and the excel add-in poptools.
Poptools and pc give get the same answer but R is quite different especially
for the acf and pacf()?
I looked at the book you recommended on p390 itshows the formulas and they
look pretty standard.
However looking at the code that you sent the acf function does not seem to
be being calculated as shown in the book?
At no point is the series mean calculated? unless the variable x is already
demeaned in some way ie. there is some preprocessing that I need to see to
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