Dear all,
regarding the bug in pacf
I have prepared a patch (attached) and tested it against the latest R devel
platform
x86_64-unknown-linux-gnu
arch
x86_64
os
linux-gnu
system x86_64,
linux-gnu
status Under development
(unstable)
major
2
minor 7.0
year
2008
month
01
da
Dear all,
following the thread
http://tolstoy.newcastle.edu.au/R/e2/devel/07/09/4338.html
regarding the bug in the partial autocorrelation function for
multivariate time series.
I have prepared a web page with patches and relevant information.
http://www2.stat.unibo.it/giannerini/R/pacf.htm
Pl
Dear all,
following the thread
http://tolstoy.newcastle.edu.au/R/e2/devel/07/09/4338.html
regarding the bug in the partial autocorrelation function for
multivariate time series.
I have prepared a web page with patches and relevant information.
http://www2.stat.unibo.it/giannerini/R/pacf.htm
Pl