Dear all,
I have an annual time-series of population numbers and I would like to
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array, eg:
Autocorrelations of series 'x$log.s.r', by lag
0 1 2 3 4 5 6 7 8 9
10 11 12
1.000 0.031 -0.171 -0.451 0.021 0.070 0.238 -0.079 -0.046 0.006
0.188 -0.134 -0.016
13 14 15
-0.153 0.146 0.096
gives the auto-correlation at lags 1, 2.... Is that right?
Thank you!
[[alternative HTML version deleted]]
Dear all, I have an annual time-series of population numbers and I would like to estimate the auto-correlation. Can I use acf() function and judge whether auto-correlation is significant by the plots? The acf array produced by this functions gives the auto-correlation at lags 1, 2.... Is that right? Thank you! [[alternative HTML version deleted]]
It should be ok
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of Irene Mantzouni
Sent: Thursday, May 08, 2008 5:45 PM
To: r-help at stat.math.ethz.ch
Subject: [R] acf function
Dear all,
I have an annual time-series of population numbers and I would like to
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array, eg:
Autocorrelations of series 'x$log.s.r', by lag
0 1 2 3 4 5 6 7 8 9
10 11 12
1.000 0.031 -0.171 -0.451 0.021 0.070 0.238 -0.079 -0.046 0.006
0.188 -0.134 -0.016
13 14 15
-0.153 0.146 0.096
gives the auto-correlation at lags 1, 2.... Is that right?
Thank you!
[[alternative HTML version deleted]]
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