I am using acf() to get the autocorrelations of a time series. It works but
I want to then get the autocorrelations into a simple list of numbers.
> x <- acf(price_changes, lag.max = 12,type = "correlation",plot
= FALSE)
> x
Autocorrelations of series ‘price_changes’, by lag
0 1 2 3 4 5 6 7 8 9 10
11 12
1.000 0.719 0.572 0.350 0.172 -0.046 -0.178 -0.326 -0.369 -0.339 -0.291
-0.209 -0.150
> y <- as.list(x)
> y
Autocorrelations of series ‘price_changes’, by lag
0 1 2 3 4 5 6 7 8 9 10
11 12
1.000 0.719 0.572 0.350 0.172 -0.046 -0.178 -0.326 -0.369 -0.339 -0.291
-0.209 -0.150
What I want is just a basic vector of numbers but I keep getting this
multidimensional "Autocorrelations of series 'price_changes', by
lag" stuff.
I want:
> y
[1] 1.000 0.719 0.572 ....
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