Re: [R] Different Autocorrelation using R and other softwares

2008-07-06 Thread Prof Brian Ripley
It is not 'obvious' that SPSS/Minitab/Excel are right -- we quite often see users who wrongly assume that the autocorrelation is the Pearson correlation between a series and its lagged values. The correct definition is given in the reference on the help page for acf. Please note the footer to

[R] Different Autocorrelation using R and other softwares

2008-07-05 Thread Yinny
Dear All, Would like to ask the inconsistency in the autocorrelation from R with SPSS/Minitab. I have tried a dataset x with 20 data (1-20) and ask R to give the autocorrelation of different lags using the command < acf(x, lag.max=100, type = "correlation"), However while SPSS and Minitab give t