At Mon, 19 Nov 2001 08:36:38, you wrote:
I get the labels I expect: if this is quarterly data the lags are labelled in years. That is what `frequency = 4' is intended to mean: 4 observations per unit of time.
some further thoughts convinces me that this is a mis-feature. if you
ask any person what is the lag i autocorrelation, the answer would be
corr(y_t, y_{t-i}). so you would expect the lag labels to be based on
observation lags, not years. if you still think the current feature is
the correct implementation, i suggest that you make this clear in the
help to avoid future annoying mails from the annoyed like me:
lag.max: maximum lag at which to calculate the acf. Default is
10*log10(N) where N is the number of observations.
*Note that the lag labels in the plots are based on unit of
time, not observation lags.*
h.
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