| To: | s-news@wubios.wustl.edu |
|---|---|
| Subject: | partial autocorrelation within groups |
| From: | Jack Lewis <jl7001@axe.humboldt.edu> |
| Date: | Fri, 29 Jun 2001 16:58:37 -0700 |
| Organization: | Redwood Sciences Laboratory, PSW Research Station |
With models fitted by lme and gls, ACF.lme() and ACF.gls() give the empirical autocorrelation function of within-groups residuals [nlme package version 3.3], but not the partial autocorrelations. Yet both are needed for ARMA model identification. Has anyone written a function to calculate the partial autocorrelations? Thanks, Jack Lewis |
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