[R] extra 0 in ccf

Rafael A. Irizarry
2002-06-11T22:02:46Z

im using R 1.5.0 on redhat.

when i use ccf in the ts library i get, what i think is, an incorrect
entry in the lag and acf components. as an example, look at the second
entry in the lag and acf components below:

> library(ts)
> tmp <- ccf(ts(rnorm(3)),ts(rnorm(3)),plot=F)
> tmp$lag
, , 1

     [,1]
[1,]   -1
[2,]    0
[3,]    0
[4,]    1

> tmp$acf
, , 1

            [,1]
[1,] -0.17058475
[2,]  0.00000000
[3,]  0.97681714
[4,]  0.07660825


is there a reason for this entry?

thanks,
rafael

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