On Tue, Jun 2, 2009 at 3:34 PM, Thomas Lumley <tlumley at u.washington.edu> wrote: > The answers differ by a factor of 19/20, ie, (n-1)/n, so it is presumably > the choice of denominator for the variance that differs. > Same issue is present in ccf(): cov() != ccf(lag.max=0, type="covariance"). Liviu