Hi everyone,

 

I've got a question concerning the function acf(.) in R for calculating the
autocorrelation in my data.

 

I have a table with daily returns of several stocks over time and I would
like to calculate the autocorrelation for all the series (not only for one
time series). How can I do this?

After that I want to apply an autoregressive model based on the estimated
lag in the data and finally extract the residuals for further calculations.

 

Many thanks & best regards

Benzerfa


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