[Rd] suggestion for ARMAacf()

From: Hiroyuki Kawakatsu <hkawakat_at_qub.ac.uk>
Date: Tue 17 Aug 2004 - 19:37:09 EST


hi,

in 1.9.1, the return value from ARMAacf(pacf=TRUE) is not named by lags, contrary to ?ARMAacf. the simple fix is to move names(Acf) <- down after if(pacf), with an appropriate starting lag as pacf=TRUE appears to start at lag 1 (whereas pacf=FALSE starts at lag 0).

for consistency, one could argue to append 1 for lag 0 for pacf=TRUE (or start pacf=F at lag 1). however, given the inconsistency for the sample counterparts acf() and pacf(), i am not too bothered with this behavior as long as the lags are named for both pacf=T and pacf=F.

h.



Hiroyuki Kawakatsu
School of Management and Economics
25 University Square
Queen's University, Belfast
Belfast BT7 1NN
Northern Ireland
United Kingdom
Tel +44 (0)28 9097 3290
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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Tue Aug 17 19:39:45 2004

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