Re: [R] eacf

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Fri 23 Jun 2006 - 12:20:19 EST

          RSiteSearch("EACF") led me to
"http://finzi.psych.upenn.edu/R/Rhelp02a.new/archive/43927.html". In this note from Oct. 2004, Brian Ripley said the EACF did not exist but 'acf' and 'pacf' did. Moreover, he said that model selection using acf and pacf is "a rather old-fashioned idea. Just fit all the target models and compare their performance."

        What are you trying to do? If model time series, I suggest you follow Prof. Ripley's advice. If you are conducting research and you want to compare the EACF with something else, I doubt if it would be too hard to program in R (though I could neither recall nor find the formulae involved in the few minutes I spent just now looking). If you try to write an 'eacf' function and get stuck, please submit another post describing what you've tried and what does not seem to work (as suggested in the posting guide! www.R-project.org/posting-guide.html).

	  Hope this helps.
	  Spencer Graves

p.s. Your English is just fine.

Michel Helcias wrote:
> I am Brazilian and I don't know how to speak English, for that I apologize
> for my writing.
> I'd like of informations about the extended (sample) autocorrelation
> function (*EACF*) for the time series. where to acquire some related
> command.
> thak you.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jun 23 13:37:01 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 23 Jun 2006 - 14:12:37 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.