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e_1
2011 Aug 25
1
Autocorrelation using acf
...52) # these are fitted values.
e_t = (y - y_fit) # dif between the observed y and fitted value of corresponding y
> e_t
[1] 4.72 -3.46 1.83 -0.72 -3.94 1.12 7.40
[8] -17.06 18.07 -18.85 13.57 -5.27 0.72 -0.35
[15]
1.01 0.43 1.74 -2.68 4.63 -2.96
# We define
e_t1 = c(-3.46,1.83,-0.72,-3.94,1.12,7.40,-17.06,18.07,-18.85,13.57,-5.27,0.72,-0.35,1.01, 0.43,1.74,-2.68,4.63,-2.96) # 1 st element of e_t deleted
e_t2 = c(4.72,-3.46,1.83,-0.72,-3.94,1.12,7.40,-17.06,18.07,-18.85,13.57,-5.27,0.72,-0.35, 1.01, 0.43,1.74,-2.68,4.63) # Original series with last e...