Autocorrelation Function (ACF)

data( EuStockMarkets )
EuStockMarkets
x = EuStockMarkets[,4]
x = diff( log(x) )

acf( as.numeric(x), main="", las=1 )

Comment:

• In order to compute the ACF function use 'z = acf( x, plot = FALSE)$acf'