a question on autocorrelation acf
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.