[R] Auto-correlation function?
pgilbert at bank-banque-canada.ca
Thu Sep 23 16:05:57 CEST 1999
>There's a package tseries that includes an acf function.
This is in a state of change, it's location depends on which version or R you
are running. As of R 0.65 acf is in the "ts" library which is in the main
distribution. Previously there was a version in the "bats" library, another in
my "dse" library, and another in the "tseries" library, but I expect Adrian
Trapletti has removed it from the most recent version of "tseries" (though I
have not checked). Brian Ripley has been making a valiant attempt to take the
best parts of these and put them in "ts". There may also be a couple of minor
fixes to acf in R 0.65.1 when it comes out shortly (and they are probably in the
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