[R] Maximum likelihood acf

Alain Guillet
Fri, 12 Jan 2007 13:21:16 -0000

Hello!

I am looking for a function which computes the maximum likelihood
estimator of the autocorrelation function for a gaussian time series.
Does a such function already exist in R?
The estimator by default in R, acf(), uses the method of moments.

Thanks a lot,