[R] Auto-correlation function?

Prof Brian D Ripley ripley at stats.ox.ac.uk
Thu Sep 23 08:09:18 CEST 1999

On Thu, 23 Sep 1999, Alvaro A. Novo wrote:

> On Thu, 23 Sep 1999, Stephen R. Laniel wrote:
> > Does the acf() function that one finds inside S+ exist in R?  I thought I
> > had downloaded all the correct files, and I would have expected that the
> > standard files contained an auto-correlation function.  Is it just under a
> > different name than the S+ function?
> There's a package tseries that includes an acf function. (see http below)

The current version (0.2-0) does not include an acf function; earlier ones

> Now, it says that it depends on package ts (which I have installed), but
> I can't find it in 
> http://lib.stat.cmu.edu/R/CRAN/src/contrib/PACKAGES.html
> Has gone missing? Or, am I missing something?

It is part of the standard R 0.65.0.

In summary, the answer is

Use R 0.65.0
Invoke library(ts).

If you cannot use 0.65.0, there are versions in packages bats and coda,
I believe.

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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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