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acf () and pacf()
2 messages · Rashid Ameer, Brian Ripley
On 30/12/2012 07:47, Rashid Ameer wrote:
I have used acf() and pacf() in R to get the acf and pacf values at max/lag=20 but the output did not show the values associated with lag numbers. lag numbers is shown in decimals.
What 'lag numbers'? Lags in time series are in time units: most likely your time series has frequency != 1. Please study the background documentation: the reference on the help page for acf().
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595