R语言怎么求一阶自相关系数

Question

如题所述

Answer 1

方法有很多，给你个例子吧

> m = c(2,3,1,23,4,45,2,31,23,1)
> a = acf(m)
> a

Autocorrelations of series ‘m’, by lag

0 1 2 3 4 5 6 7 8 9
1.000 -0.342 0.352 -0.104 -0.175 -0.111 -0.128 -0.064 0.010 0.064

0到9阶的自相关都有了