From hkawakat@sk.tsukuba.ac.jp  Mon Nov 19 09:12:18 2001
From: hkawakat@sk.tsukuba.ac.jp (hkawakat@sk.tsukuba.ac.jp)
Date: Mon, 19 Nov 2001 10:12:18 +0100 (MET)
Subject: more on [Rd] acf mis-feature (PR#1177)
Message-ID: <200111190912.KAA13834@pubhealth.ku.dk>

At Mon, 19 Nov 2001 08:36:38, you wrote:

> I get the labels I expect: if this is quarterly data the lags are labelled
> in years.  That is what `frequency = 4' is intended to mean: 4
> observations per unit of time.

some further thoughts convinces me that this is a mis-feature. if you
ask any person what is the lag i autocorrelation, the answer would be
corr(y_t, y_{t-i}). so you would expect the lag labels to be based on
observation lags, not years. if you still think the current feature is
the correct implementation, i suggest that you make this clear in the
help to avoid future annoying mails from the annoyed like me:

 lag.max: maximum lag at which to calculate the acf.  Default is
          10*log10(N) where N is the number of observations. 

          *Note that the lag labels in the plots are based on unit of
           time, not observation lags.*

h.


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more on [Rd] acf mis-feature (PR#1177)
hkawakat@sk.tsukuba.ac.jp