R help - Aug 2008 - using acf() for multiple columns

Hi everyone,

I'm trying to use the acf() function to calculate the autocorrelation of
each column in a matrix. The trouble is that I can only seem to get the
function to work if I extract the data in the column into a separate matrix
and then apply the acf() function to this column.

I have something like this: acf(mat,lag.max=10,na.action=na.pass)

...but I would really like to apply the function to 'mat' where
'mat' is a
matrix as opposed to a vector. The function actually doesn't return an acf
coefficient, but instead plots the data. So, in addition to handling
matrices with multiple columns, would anyone know how to coerce the function
to output the underlying data?

Finally, when working with a matrix, is there a way I can specify how many
plots I can display after the function executes? I managed to generate a
multiple plot when I was experimenting, but the titles suggested the acf was
calculated between adjacent columns in the matrix, which is something I was
puzzled about.

Thanks,

rcoder
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Hi, here is one possible solution ...
-gary

### example ###

# create a 500x3 multi-ts
A <- matrix(rnorm(1500),nrow=500)

# misc. graphical setting
par(mfrow=c(ncol(A),1))

# then our friend -- lapply(split(...))
lapply(split(A,col(A)), acf)
#Or
lapply(split(A,col(A)), function(ts) acf(ts, lag.max=10))





-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of rcoder
Sent: Wednesday, August 06, 2008 4:13 PM
To: r-help at r-project.org
Subject: [R] using acf() for multiple columns



Hi everyone,

I'm trying to use the acf() function to calculate the autocorrelation of
each column in a matrix. The trouble is that I can only seem to get the
function to work if I extract the data in the column into a separate
matrix
and then apply the acf() function to this column.

I have something like this: acf(mat,lag.max=10,na.action=na.pass)

...but I would really like to apply the function to 'mat' where
'mat' is
a
matrix as opposed to a vector. The function actually doesn't return an
acf
coefficient, but instead plots the data. So, in addition to handling
matrices with multiple columns, would anyone know how to coerce the
function
to output the underlying data?

Finally, when working with a matrix, is there a way I can specify how
many
plots I can display after the function executes? I managed to generate a
multiple plot when I was experimenting, but the titles suggested the acf
was
calculated between adjacent columns in the matrix, which is something I
was
puzzled about.

Thanks,

rcoder
-- 
View this message in context:
http://www.nabble.com/using-acf%28%29-for-multiple-columns-tp18858672p18
858672.html
Sent from the R help mailing list archive at Nabble.com.

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