search for: overdifferenc

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 http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_arima_sect026.htm --...