[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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