Hi,
I wanted to understand exactly how acf and pacf works, so I tried to
calculate ac and pac manually. For ac, I used the standard acf formula:
acf(k) = sum(X(t)-Xbar)(X(t-k)-Xbar))/sum(X(t)-Xbar)^2. But for pac, I could
not figure out how to calculate it by hand. I understand that in both R and
tom == tom soyer [EMAIL PROTECTED]
on Sat, 28 Apr 2007 08:15:39 -0500 writes:
tom I wanted to understand exactly how acf and pacf works,
tom so I tried to calculate ac and pac manually. For ac, I
tom used the standard acf formula: acf(k) =
tom
