[Rd] Bug in pacf -- Proposed patch

[Simone Giannerini]

Dear all,

following the thread

http://tolstoy.newcastle.edu.au/R/e2/devel/07/09/4338.html

regarding the bug in the partial autocorrelation function for
multivariate time series.
I have prepared a web page with patches and relevant information.

http://www2.stat.unibo.it/giannerini/R/pacf.htm

Please do not hesitate to contact me for further clarifications

regards

Simone

-- 
______________________________________________________

Simone Giannerini
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098262  Fax: +39 051 232153
http://www2.stat.unibo.it/giannerini/