[R] Values of ACF and PACF

[Rolf Turner]

On Sat, 21 Nov 2020 08:36:45 +0700
Duncan Williamson <duncanwil using gmail.com> wrote:

> I use the ACF and PACF functions as part of my investigations into
> autocorrelation ...
> 
> Is there any way of getting R to show the numerical values provided by
> these functions?

Of course.  Easy-peasy.  E.g.:

set.seed(42)
x <- rnorm(300)
ax0 <- acf(x,plot=FALSE) # The "plot=FALSE" is not actually necessary.
ax1 <- ax0$acf[,,1]

Reading the help file for a function is Always a Good Idea.
You can also always look at the code.  Just type:

    acf

Similarly for pacf()

cheers,

Rolf Turner

-- 
Honorary Research Fellow
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276