On Tue, 28 Oct 2008, Oliver Bandel wrote:
> Hello,
>
> what is the meaning of the plots of an acf()-plot,
> when using a data frame as argument?
>
> The result is NOT obvious for me.
>
> There are combinations of the columns of a dataframe in the reulting
> plot.
> But an acf() is just defined for onyl one time-sreies.
> So what do the plots mean? I did not found a description in the
> help-page.
>
>
Well if you insist on supplying a dataframe to a function which accepts
only a time series or numeric vector or matrix you are on your own. The
help says:
x, y a univariate or multivariate (not ccf) numeric time series object or
a numeric vector or matrix, or an "acf" object.
If you supply a multivariate object the help example:
acf(ts.union(mdeaths, fdeaths))
shows that you get the individual acf plot and cross-correlation plots
(for which you should be aware that order matters).
David Scott
_________________________________________________________________
David Scott Department of Statistics, Tamaki Campus
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000
Email: d.scott at auckland.ac.nz
Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics