[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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