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
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
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