On 11/28/2006 12:50 PM, [EMAIL PROTECTED] wrote:
> On 11/28/2006 11:50 AM, A.I. McLeod wrote:
>> Hi Duncan,
>
> Hi Ian.
>
>>
>> ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or
>> d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates
>> that the c(k) definition is
On 11/28/2006 11:50 AM, A.I. McLeod wrote:
> Hi Duncan,
Hi Ian.
>
> ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or
> d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates
> that the c(k) definition is used:
> ccf(c(-1,1,rep(0,8)),c(1,rep(0,9)))
> However S-Plus a
Hi Duncan,
ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or
d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates
that the c(k) definition is used:
ccf(c(-1,1,rep(0,8)),c(1,rep(0,9)))
However S-Plus acf uses the d(k) definition in their acf function.
For interpretiv
Hi Duncan,
ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or
d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates
that the c(k) definition is used:
ccf(c(-1,1,rep(0,8)),c(1,rep(0,9)))
However S-Plus acf uses the d(k) definition in their acf function.
For interpretiv
