[R] Maximum likelihood acf

[Alain Guillet]

Hello!

I am looking for a function which computes the maximum likelihood 
estimator of the autocorrelation function for a gaussian time series. 
Does a such function already exist in R?
The estimator by default in R, acf(), uses the method of moments.

Thanks a lot,
Alain


-- 
Alain Guillet
Statistician and Computer Scientist

Institut de statistique - Université catholique de Louvain
Bureau d.126
Voie du Roman Pays, 20
B-1348 Louvain-la-Neuve
Belgium

tel: +32 10 47 30 50