Dear Dr. Hartley: RSiteSearch("Inverse autocorrelation function") produced 11 hits, none of which seemed to relate to your question. If you have a reasonable algorithm for computing the IACF, it might not be difficult to program in R. If you have compiled code, e.g., C++ or Fortran, it might not be difficult to link to it.
Googling for "inverse autocorrelation function led me to an article "On Autoregressive Model Identification" Ette Harrison Etuk (www.jos.nu/Articles/abstract.asp?article=42113) which compares IACF and PACF, concluding (a) neither is consistently more powerful than the other, but "On the whole the partial autocorrelation function exhibits better performance." Conclusions: (1) R does not seem to have an IACF function, unless the IACF is identical to something else that R has under a different name. (2) "The R Project for Stastical Computing" is NOT a completed product but a project perpetually under renewal and extension. As such, it has many contributed packages and is happy to accept more. Spencer Graves David Hartley wrote: > In time series analysis it is helpful to plot the > autocorrelation function (ACF), partial > autocorrelation function (PACF), and the inverse > autocorrelation function (IACF). The stats library > provides the ability to compute and plot the ACF and > PACF, but I cannot find an [R] procedure to compute > and plot the IACF. Is there one? > > Best regards, > > David Hartley, PhD > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Spencer Graves, PhD Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA [EMAIL PROTECTED] www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html