[R] a question on autocorrelation acf
Bazman76
h_a_patience at hotmail.com
Mon Dec 5 20:24:41 CET 2011
Hi there,
I am wondering how R calculates the acf too?
I have a data set of approx 1500 returns when I calculate the lag 1
autocorrelation in excel I get a value of -0.4 but in R its approximately
-0.18?
I have cross checked with PC give and PC give agrees with excel?
I'm sure its just some kind of scaling but it would be nice to resolve this
discrepency!
Baz
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