search for: listcorrelate

Displaying 1 result from an estimated 1 matches for "listcorrelate".

2006 Nov 13
1
bug in acf (PR#9360)
...er AR but when I tried for AR(1) I got the error message. So the workaround is given. Notice that I use: p*as.vector(acf(phi,lag.max=p,type="covariance",demean=FALSE,plot=FALSE)$acf) so what I expect to get when p=length(phi)=1 is just phi^2. This is what happens in Mathematica with ListCorrelate[{phi},{phi}]. When you have acf="correlation" and demean=TRUE then one gets 0/0 which should be defined as 1 in this situation. Probably if the R authors just want to use acf for data analysis they may simply choose to require length(x)>1 in acf(x,...) although I don't see the ha...