On Tue, Jun 2, 2009 at 3:34 PM, Thomas Lumley <tlum...@u.washington.edu> wrote: > The answers differ by a factor of 19/20, ie, (n-1)/n, so it is presumably > the choice of denominator for the variance that differs. > Same issue is present in ccf(): cov() != ccf(lag.max=0, type="covariance").
Liviu ______________________________________________ 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.