Hi, you did not supply a reproducible example. We do not know what your data nor your code looks like. Please follow the recommandations found at the bottom of this email! You're more likely to get a quick and meaningful reply. JC
2011/9/16 Samir Benzerfa <benze...@gmx.ch>: > 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 > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
