On Tue, 22 Dec 2009, alok juneja wrote:
Hi,
My earlier email was sent as html so no visible properly. I am now posting it
as text. Sorry for the duplication of the message.
Can anyone please provide the formula used to compute ACF(nlme). I believe the
one that is used in R is of the type mentioned on the website
(http://www.itl.nist.gov/div898/handbook/eda/section3/autocopl.htm). Please
correct me if I am wrong. The normalization of the numerator (Ch)
has been done by 'N' where as I would like to do it by 'N-k'. Is there
anyway in the present implementation of ACF to normalize it by 'N-k',
where 'N' is the total number of observations and 'k' is the lag.
Please read the code for yourself:
nlme:::ACF.gls
nlme:::ACF.lme
whichever is appropriate.
Best
Alok
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