[R] multiple replications of a ts

[Prof Brian D Ripley]

On Thu, 28 Feb 2002, Claudia Tebaldi wrote:

> Hello
>
> I have several replicates (30) of a -- short --  time series (19 obs) and
> I'd like to estimate the first few lags autocorrelation function.
> Is there an immediate way of handling multiple realizations when computing
> the ACF in R?

I'm not sure I understand, but I if I do would call acf(x[,i], plot=FALSE)
and average them (a weighted average if they differed in length).

> I'm using R-1.4.1 on a Linux Debian box.
> Thanks in advance
>
> claudia
>
> -------------------------------------------------------------------------
> claudia tebaldi                                  NCAR  RAP
> project scientist                                P.O. Box 3000
> (303) 497-2830                                   Boulder, CO 80307
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
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