[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
Stephane
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