Would not something like V = apply(P,2,acf, plot=FALSE) V = sapply(V,`[[`,"acf")
work? I'm pretty sure acf() doesn't return any sort of residuals so you'll have to calculate those on your own. Hope this helps, Michael Weylandt On Fri, Sep 16, 2011 at 9:20 AM, Jean-Christophe BOUËTTÉ < jcboue...@gmail.com> wrote: > 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. > [[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.
