[R] extra 0 in ccf

ripley@stats.ox.ac.uk
2002-06-12T07:29:28Z

It's bug (of several years' standing), now fixed in R-patched.

On Tue, 11 Jun 2002, Rafael A. Irizarry wrote:

> 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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--
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)
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