[R] How does max.lag work?

yoooooo magno_yu at ml.com
Thu Apr 19 17:28:30 CEST 2007


Let's say I have some data DIFF, then I do
> a <- acf(DIFF, lag.max=2)
> a$acf
, , 1
           [,1]
[1,]  1.0000000
[2,] -0.2085724
[3,] -0.1597789

> a <- acf(DIFF)
> a$acf
, , 1

             [,1]
 [1,]  1.00000000
 [2,] -0.20857236
 [3,] -0.15977892

How come they are different? I thought the max.lag just controls how many
lag to compute? 
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