This is in contradiction to your citation and not very helpful, if one wants to
append data to a file.
With best regards,
Stefan
Dr. Stefan Albrecht, CFA
Allianz Investment Management SE
AIM-GI-ALM
Königinstr. 28 | 80802 Munich | Germany
Phone: +49.(0
I don't think arima works exactly the way one would expect when there is
differencing. What I think should happen is that by
default the mean of the differenced series is estimated and if include.mean=F,
then it is not. This is not what happens. Instead
when there is differencing the include
Hi Duncan,
ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or
d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates
that the c(k) definition is used:
ccf(c(-1,1,rep(0,8)),c(1,rep(0,9)))
However S-Plus acf uses the d(k) definition in their acf function.
For interpretiv
