On Wed, Jul 1, 2009 at 6:22 AM, Andriy Fetsun<fet...@googlemail.com> wrote: > Hi, > > 1.) I am trying to calculate the autocorrelation function for returns based > on rolling window, but it doesn't work. > > My code is > > rollapply(Returns,20,acf).
That's because acf returns a list. Try this: rollapply(z, 20, function(x) acf(x)$acf) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
