Hi! I'm working on some financial data, and got stuck once computing the sample autocorrelation function for a time series. First I import the data, then turn it into a Time Series using TimeSeries[data,Automatic]. Then I run CorrelationFunction and it returns a proper autocorrelation function. But if I then try to fit a function to this sample autocorrelation, the FindFit says something like FindFit::fitd: First argument in FindFit is not a list or a rectangular array.
Any ideas. My objective is to estimate a nonlinear function out of the sample autocorrelation function
thanks, Jussi