[R] Auto-correlation function?
Adrian.Trapletti at wu-wien.ac.at
Thu Sep 23 17:26:18 CEST 1999
"Alvaro A. Novo" wrote:
> There's a package tseries that includes an acf function. (see http below)
> 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
> snapshot already).
> Paul Gilbert
Paul is right! I just want to confirm. tseries is updated, i.e., it contains no
longer an acf() and other things which are provided by the "base" ts.
btw I will soon make available a class for GARCH models in tseries.
Adrian Trapletti, Vienna University of Economics and Business
Administration, Augasse 2-6, A-1090 Vienna, Austria
Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708,
Email: adrian.trapletti at wu-wien.ac.at
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help