[R] a question on autocorrelation acf

R. Michael Weylandt michael.weylandt at gmail.com
Tue Dec 6 13:12:04 CET 2011

The code provided was the hard-to-find C part: there's also some R
code involved that you can get in your console by typing acf without

I'm inclined to believe V&R over any Excel implementation (and I don't
know what "pc" is) but perhaps you can provide a (small) data-set
using the dput() function and say what you are expecting to get from
acf() instead.


On Mon, Dec 5, 2011 at 8:32 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
> Hi there,
> 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
> fully understand?
> --
> View this message in context: http://r.789695.n4.nabble.com/a-question-on-autocorrelation-acf-tp2076280p4163021.html
> Sent from the R help mailing list archive at Nabble.com.
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list