[R] SARIMA
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Apr 14 10:32:54 CEST 2003
On Sat, 12 Apr 2003, Nirvan Sunderam wrote:
> I'm trying to fit a SARIMA(p,d,q)x(P,D,Q) with seasonal period s to some
> data. When dealing with these types of models one often looks at the ACF
> and PACF of the time series at lags that are multiples of s, to identify
> potential values of P, Q. How would I do this in R given the original
> time series?
?acf
> Secondly given a time series x acf(x) just gives me the
> plot of the acf. How would I actually get the actual numeric values at
> each lag?Thanks in advance.N
?acf: note there is a Value: section and your assertion is incorrect.
--
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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