Your understanding is wrong. For a start, there is no function acf()
in package tseries: it is in stats.
And the autocorrelation at lag one is not the correlation omitting the
first and last values: it uses the mean and variance estimated from
the whole series and divisor n.
Have you looked
Dear R list
I am trying to understand the auto-correlation concept. Auto-correlation is the
self-correlation of random variable X with a certain time lag of say t.
The article
"http://www.mit.tut.fi/MIT-3010/luentokalvot/lk10-11/MDA_lecture16_11.pdf";
(Page no. 9 and 10) gives the methodology
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