search for: ldeath

...o me like a bit of an inconsistency -- but I would not be surprised if there is good reasoning that justifies it that I am just not seeing right now. If we use the lh data, the two methods return similar results: > spectrum(lh, col = "blue") > spec.ar(lh, add = TRUE) But using the ldeaths data: > spectrum(ldeaths, col = "blue") > spec.ar(ldeaths, add = TRUE) the resulting plots do not compare over the same frequency range. This results because spec.ar defines frequency as > freq <- seq.int(0, 0.5, length.out = n.freq) whereas spec.pgram uses > xfreq &l...

Hi, I am using ccf but I could not figure out how to calculate the actual lag in number of periods from the returned results. The documentation for ccf says:"The lag is returned and plotted in units of time". What does "units of time" mean? For example: > x=ldeaths > x1=lag(ldeaths,1) > results=ccf(x,x1) > results Autocorrelations of series 'X', by lag -1.2500 -1.1667 -1.0833 -1.0000 -0.9167 -0.8333 -0.7500 -0.6667 -0.5833 - 0.5000 -0.297 0.011 0.380 0.651 0.738 0.664 0.392 -0.011 -0.383 - 0.618 -0.4167 -0.3333 -0.2500 -0.1...

...cularity option? At the extremes, values seem to result from kernel application to collections of high and low frequencies. Related to this, shouldn't the frequency range shorten according to the size of kernel used? My doubt came from reading Diggle(1990) p105. e.g. data(lh) x<-spec.pgram(ldeaths, detrend=T, taper=0)$freq y<-spec.pgram(ldeaths, kernel("modified.daniell", c(6,6)), detrend=T, taper=0)$freq x==y Thanks in advance, Nuno Prista

...d what is a cross-correlation? (unfortunately, I can't seem to get a look at the ccf code, since I think it's buried in some C function outside of the main environment) Thanks very much. --Bob Farmer PhD candidate, Dalhousie University Halifax, NS, Canada Example: d1<-data.frame(matrix(ldeaths, nrow = 6, byrow = T)) seventy_4<-as.numeric(d1[1,]) seventy_5<-as.numeric(d1[2,]) ccf(x=seventy_4, y=seventy_5, plot = F, lag.max = 0, type = "covariance" ) cov(seventy_4, seventy_5) #inconsistent ccf(x=seventy_4, y=seventy_5, plot = F, lag.max = 0, type = "correlation...

...et it is here only possible for the left axis. ## See also: 'ts.plot', 'ts', 'legend'. ## Author and date: Hauksson, Bjorn Arnar. March 2004. ## Example: ## First paste this function into the R console or use 'source'. #library(ts) #data(UKLungDeaths) #x <- ldeaths #y <- fdeaths/mdeaths #ts.plot.2Axis(x, y) #legTxt <- c("UK lung deaths", "UK female/male deaths (rhs)") #legend(1976.5, 3950, legTxt, lty=c(1:2), col=c(1:2), lwd=2, bty="n") ## ts.plot.2Axis <- function(xleft, xright, digits=1, ticks=5,...

...reeny's Revenue Data infert Infertility after Spontaneous and Induced Abortion iris Edgar Anderson's Iris Data iris3 Edgar Anderson's Iris Data islands Areas of the World's Major Landmasses ldeaths (UKLungDeaths) Monthly Deaths from Lung Diseases in the UK lh Luteinizing Hormone in Blood Samples longley Longley's Economic Regression Data lynx Annual Canadian Lynx trappings 1821-1934 mdeaths (UKLungDeaths)...

...to be set it is here only possible for the left axis. ## See also: 'ts.plot', 'ts', 'legend'. ## Author and date: Hauksson, Bjorn Arnar. March 2004. ## Example: ## First paste this function into the R console or use 'source'. #library(ts) #data(UKLungDeaths) #x <- ldeaths #y <- fdeaths/mdeaths #ts.plot.2Axis(x, y) #legTxt <- c("UK lung deaths", "UK female/male deaths (rhs)") #legend(1976.5, 3950, legTxt, lty=c(1:2), col=c(1:2), lwd=2, bty="n") ## ts.plot.2Axis <- function(xleft, xright, digits=1, ticks=5,...

...o me like a bit of an inconsistency -- but I would not be surprised if there is good reasoning that justifies it that I am just not seeing right now. If we use the lh data, the two methods return similar results: > spectrum(lh, col = "blue") > spec.ar(lh, add = TRUE) But using the ldeaths data: > spectrum(ldeaths, col = "blue") > spec.ar(ldeaths, add = TRUE) the resulting plots do not compare over the same frequency range. This results because spec.ar defines frequency as > freq <- seq.int(0, 0.5, length.out = n.freq) whereas spec.pgram uses > xfreq &l...