[R] Auto-correlation function?

Alvaro A. Novo novo at students.uiuc.edu
Thu Sep 23 07:30:04 CEST 1999


On Thu, 23 Sep 1999, Stephen R. Laniel wrote:

> Does the acf() function that one finds inside S+ exist in R?  I thought I
> had downloaded all the correct files, and I would have expected that the
> standard files contained an auto-correlation function.  Is it just under a
> different name than the S+ function?

There's a package tseries that includes an acf function. (see http below)

tseries 

Library for time series analysis

Version: 0.2-0
Depends: package ts , White.test needs package mva , portfolio.optim needs
package quadprog 

Now, it says that it depends on package ts (which I have installed), but
I can't find it in 

http://lib.stat.cmu.edu/R/CRAN/src/contrib/PACKAGES.html

Has gone missing? Or, am I missing something?

Alvaro A. Novo

> 
> Thanks,
> Steve
> 
> Stephen R. Laniel            |    "I've got a match:
> Carnegie Mellon University   |     Your embrace and my collapse."
> laniel at cmu.edu               |     --They Might Be Giants
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