[R] problem with "acf" function

Zebouni, Stephane (Exchange) SZebouni at bear.com
Thu Mar 16 09:22:40 CET 2006

Hi List,


Does anyone have ever check the results given by the "acf" function?
What formula does it do for lagged autocorrelations and lagged
cross-autocorrelation? My problem is that excel gives quite different
results (sometimes 10% different than acf). Anyone has encountered those
problems before? 



Kind Regards



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