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
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