[R] acf () and pacf()

[Prof Brian Ripley]

On 30/12/2012 07:47, Rashid Ameer wrote:
> I have used acf() and pacf() in R to get the acf and pacf values at
> max/lag=20
> but the output did not show the values associated with lag numbers. lag
> numbers is shown in decimals.

What 'lag numbers'?

Lags in time series are in time units: most likely your time series has 
frequency != 1.

Please study the background documentation: the reference on the help 
page for acf().


-- 
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 272866 (PA)
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