[R] eacf
Spencer Graves
spencer.graves at pdf.com
Fri Jun 23 04:20:19 CEST 2006
RSiteSearch("EACF") led me to
"http://finzi.psych.upenn.edu/R/Rhelp02a.new/archive/43927.html". In
this note from Oct. 2004, Brian Ripley said the EACF did not exist but
'acf' and 'pacf' did. Moreover, he said that model selection using acf
and pacf is "a rather old-fashioned idea. Just fit all the target models
and compare their performance."
What are you trying to do? If model time series, I suggest you follow
Prof. Ripley's advice. If you are conducting research and you want to
compare the EACF with something else, I doubt if it would be too hard to
program in R (though I could neither recall nor find the formulae
involved in the few minutes I spent just now looking). If you try to
write an 'eacf' function and get stuck, please submit another post
describing what you've tried and what does not seem to work (as
suggested in the posting guide! www.R-project.org/posting-guide.html).
Hope this helps.
Spencer Graves
p.s. Your English is just fine.
Michel Helcias wrote:
> I am Brazilian and I don't know how to speak English, for that I apologize
> for my writing.
> I'd like of informations about the extended (sample) autocorrelation
> function (*EACF*) for the time series. where to acquire some related
> command.
> thak you.
>
> [[alternative HTML version deleted]]
>
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