Dear All,
Would like to ask the inconsistency in the autocorrelation from R with
SPSS/Minitab. I have tried a dataset x with 20 data (1-20) and ask R to give
the autocorrelation of different lags using the command < acf(x,
lag.max=100, type = "correlation"), However while SPSS and Minitab give the
same answers (0.85 for lag1), R gives 0.3688 which is much smaller.
Obviously, the answers from SPSS/Minitab are correct by verifying in
Excel. Is R using another definition in calculating the traditional
autocorrelation for a time-series?
Thanks for your attention. Would be very grateful if anyone can help.
Yinny
School of Mathematics & Statistics
University of Sydney
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