[R] question concerning the acf function

[Jean-Christophe BOUËTTÉ]

Hi,
you did not supply a reproducible example. We do not know what your
data nor your code looks like.
Please follow the recommandations found at the bottom of this email!
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JC

2011/9/16 Samir Benzerfa <benzerfa at gmx.ch>:
> Hi everyone,
>
>
>
> I've got a question concerning the function acf(.) in R for calculating the
> autocorrelation in my data.
>
>
>
> I have a table with daily returns of several stocks over time and I would
> like to calculate the autocorrelation for all the series (not only for one
> time series). How can I do this?
>
> After that I want to apply an autoregressive model based on the estimated
> lag in the data and finally extract the residuals for further calculations.
>
>
>
> Many thanks & best regards
>
> Benzerfa
>
>
>        [[alternative HTML version deleted]]
>
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