[R] extra 0 in ccf
Rafael A. Irizarry
ririzarr at jhsph.edu
Wed Jun 12 00:02:46 CEST 2002
im using R 1.5.0 on redhat.
when i use ccf in the ts library i get, what i think is, an incorrect
entry in the lag and acf components. as an example, look at the second
entry in the lag and acf components below:
> library(ts)
> tmp <- ccf(ts(rnorm(3)),ts(rnorm(3)),plot=F)
> tmp$lag
, , 1
[,1]
[1,] -1
[2,] 0
[3,] 0
[4,] 1
> tmp$acf
, , 1
[,1]
[1,] -0.17058475
[2,] 0.00000000
[3,] 0.97681714
[4,] 0.07660825
is there a reason for this entry?
thanks,
rafael
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