Re: [R] question concerning the acf function

2011-09-20 Thread Jean-Christophe BOUËTTÉ
an autoregressive model to my data. > > Do you understand my intention? > > THX, SB > > -Ursprüngliche Nachricht- > Von: Jean-Christophe BOUËTTÉ [mailto:jcboue...@gmail.com] > Gesendet: Freitag, 16. September 2011 17:31 > An: Samir Benzerfa > Cc: r-help@r-p

Re: [R] question concerning the acf function

2011-09-16 Thread Jean-Christophe BOUËTTÉ
- > Von: Jean-Christophe BOUËTTÉ [mailto:jcboue...@gmail.com] > Gesendet: Freitag, 16. September 2011 15:20 > An: Samir Benzerfa > Cc: r-help@r-project.org > Betreff: Re: [R] question concerning the acf function > > Hi, > you did not supply a reproducible example. We do not kn

Re: [R] question concerning the acf function

2011-09-16 Thread R. Michael Weylandt
Would not something like V = apply(P,2,acf, plot=FALSE) V = sapply(V,`[[`,"acf") work? I'm pretty sure acf() doesn't return any sort of residuals so you'll have to calculate those on your own. Hope this helps, Michael Weylandt On Fri, Sep 16, 2011 at 9:20 AM, Jean-Christophe BOUËTTÉ < jcboue..

Re: [R] question concerning the acf function

2011-09-16 Thread Jean-Christophe BOUËTTÉ
Hi, you did not supply a reproducible example. We do not know what your data nor your code looks like. Please follow the recommandations found at the bottom of this email! You're more likely to get a quick and meaningful reply. JC 2011/9/16 Samir Benzerfa : > Hi everyone, > > > > I've got a questi

[R] question concerning the acf function

2011-09-16 Thread Samir Benzerfa
Hi everyone, I've got a question concerning the function acf(.) in R for calculating the autocorrelation in my data. I have a table with daily returns of several stocks over time and I would like to calculate the autocorrelation for all the series (not only for one time series). How can I d