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
-
> 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
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..
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
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
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