Displaying 1 result from an estimated 1 matches for "tp20947264p20947450".
2008 Dec 11
1
Coercing data into a simple array
I am using acf() to get the autocorrelations of a time series. It works but
I want to then get the autocorrelations into a simple list of numbers.
> x <- acf(price_changes, lag.max = 12,type = "correlation",plot = FALSE)
> x
Autocorrelations of series ‘price_changes’, by lag
0 1 2 3 4 5 6 7 8 9 10
11 12
1.000