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climb
2011 May 16
1
Inverse autocorrelation fonction
I've been looking for an IACF() procedure in R for a long time (it's a very
convenient function to check for overdifferencing time series), and
eventually decided to write my own function. Here's what I came up with :
3 web-pages helped me estimate it :
http://www.xycoon.com/inverse_autocorrelations.htm