[Rd] Fwd: AR(2) modelling

2009-11-15 Thread Christophe Dutang
My email does not seem to receive any attention on R-help, so I forward it on R-devel if someone has already faced the "problem". Thanks in advance Christophe Début du message réexpédié : > De : Christophe Dutang > Date : 13 novembre 2009 23:30:14 HNEC > À : r-h...@r-project.org > Objet : AR

Re: [Rd] Fwd: AR(2) modelling

2009-11-15 Thread Christophe Dutang
As you are sure of the accuracy of your code, why don't you tell me where is my mistake? Le 15 nov. 2009 à 12:03, Prof Brian Ripley a écrit : -- Brian D. Ripley, rip...@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford,

Re: [Rd] Fwd: AR(2) modelling

2009-11-15 Thread Prof Brian Ripley
On Sun, 15 Nov 2009, Christophe Dutang wrote: As you are sure of the accuracy of your code, why don't you tell me where is my mistake? Because your supervisor is paid to do that. Le 15 nov. 2009 à 12:03, Prof Brian Ripley a écrit : -- Brian D. Ripley, rip...@stats.ox.ac.

Re: [Rd] Fwd: AR(2) modelling

2009-11-15 Thread Gabor Grothendieck
Try this: debug(stats:::ar.yw.default) and then run the ar function to step through the ar code so you can see the results line by line and understand what it is doing at a very detailed level. On Sun, Nov 15, 2009 at 10:06 AM, Christophe Dutang wrote: > As you are sure of the accuracy of your

Re: [Rd] Fwd: AR(2) modelling

2009-11-15 Thread Christophe Dutang
Thanks Gabor, My mistake was I used the 'cor' function rather than the function 'acf' with "correlation" argument. Christophe Le 15 nov. 2009 à 18:13, Gabor Grothendieck a écrit : Try this: debug(stats:::ar.yw.default) and then run the ar function to step through the ar code so you can s