[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
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?
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> and provide commented, minimal, self-contained, reproducible code.
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