October 2017
Beginner to intermediate
572 pages
26h 1m
English
We have two time series and we try to find the autocorrelation between them. Using lag.plot, we compute the lag time series with lags from 1 to 10 for both time series. From the plot, it is clear that in AirPassengers, there is some autocorrelation, whereas my_newseries has no such relation. Use acf, which will graph the autocorrelation coefficient versus the lag. From it we can see AirPassegners; autocorrelation coefficients are not close to 0, where in my_newseries they are close to 0.
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