8 lines
222 B
R
8 lines
222 B
R
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set.seed(123)
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(serie <- arima.sim(n = 10, list(ar = c(0.5,-0.25))))
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acfserie <- acf(serie,type="correlation")$acf[c(2,3)]
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acfserie[1]*(1-acfserie[2]) / (1-acfserie[1]^2)
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(acfserie[2] - acfserie[1]^2) / (1-acfserie[1]^2)
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