Hi list, I've been producing autocorrelation functions of time series using the acf function, and have found a series or two for which correlations of > 1 are given, which I think shouldn't happen.
Attached is the time series I'm using, and below is the R code (version
2.9.1) that I'm entering:
series <- read.csv("series.csv")
corr <- acf(series, lag.max=90, na.action=na.pass, plot=T)
The first few values of corr are below:
0 1.000
1 1.258
2 1.192
3 1.266
4 0.864
5 0.637
The entries of concern are 1-3 - surely these results are invalid?
I'd be grateful if you could shed any light on this for me.
Thanks in advance,
Steve.
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