[R] Values of ACF and PACF

Rolf Turner r@turner @end|ng |rom @uck|@nd@@c@nz
Sat Nov 21 04:57:26 CET 2020

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.:

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:


Similarly for pacf()


Rolf Turner

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

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