Displaying 1 result from an estimated 1 matches for "e_t2".
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e_t
2011 Aug 25
1
Autocorrelation using acf
...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 element deleted
cor(e_t1, e_t2)
> cor(e_t1, e_t2)
[1] -0.8732316
However, if I use
acf(y, 1)
Autocorrelations of series ‘y’, by lag
0 ...