[Rd] suggestion for ARMAacf()
Hiroyuki Kawakatsu
hkawakat at qub.ac.uk
Tue Aug 17 11:37:09 CEST 2004
hi,
in 1.9.1, the return value from ARMAacf(pacf=TRUE) is not named by lags,
contrary to ?ARMAacf. the simple fix is to move names(Acf) <-
down after if(pacf), with an appropriate starting lag as pacf=TRUE appears
to start at lag 1 (whereas pacf=FALSE starts at lag 0).
for consistency, one could argue to append 1 for lag 0 for pacf=TRUE
(or start pacf=F at lag 1). however, given the inconsistency for the
sample counterparts acf() and pacf(), i am not too bothered with this
behavior as long as the lags are named for both pacf=T and pacf=F.
h.
----------------------------------
Hiroyuki Kawakatsu
School of Management and Economics
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