Displaying 20 results from an estimated 3000 matches similar to: "acf gives correlations > 1"
2009 Aug 05
2
acf Significance
Hi List,
I'm trying to calculate the autocorrelation coefficients for a time
series using acf at various lags. This is working well, and I can get
the coefficients without any trouble. However, I don't seem to be able
to obtain the significance of these coefficients from the returned acf
object, largely because I don't know where I might find them.
It's clear that the acf
2010 Sep 26
1
acf function
Hi,
Im new to R so this question is quite fundamental.
Im trying to compare some autocorrelations generated by the acf function to some theoretical correlations. How can I have acces to just the autocorrelations, for computation?
This is some of my code:
> acf.data<-c(acf(x))
> acf.data
This is the R output:
$acf
, , 1
[,1]
[1,] 1.000000000
[2,]
2006 Oct 02
1
CCF and ACF
Dear all,
given two numeric vectors x and y, the ACF(x) at lag k is
cor(x(t),x(t+k)) while the CCF(x,y) at lag k is cor(x(t),y(t-k)). See
below for a simple example.
> set.seed(1)
> x <- rnorm(10)
> y <- rnorm(10)
> x
[1] -0.6264538 0.1836433 -0.8356286 1.5952808 0.3295078 -0.8204684
0.4874291 0.7383247 0.5757814 -0.3053884
> y
[1] 1.51178117 0.38984324
2010 Dec 08
1
Newbie trying to understand $ so I can understand acf function in stats
I am trying to understand the function acf
stats:::acf shows me the function
I am having trouble understanding the usage "$acf" in the following
acf <- array(.C(R_acf, as.double(x), as.integer(sampleT),
as.integer(nser), as.integer(lag.max), as.integer(type ==
"correlation"), acf = double((lag.max + 1L) * nser *
nser), NAOK =
2010 Nov 07
1
When using ACF, receive error: no applicable method for 'ACF' applied to an object of class "c('double', 'numeric')"
I am guessing this is a very simple question, but this is only my second day
with R so it is all still a bit imposing.
I am trying to run an autocorrelation.
I imported a CSV file, which has one column labeled "logistic".
I ran the command:
ACF(data$logistic,maxLag=10)
However, I received the error:
Error in UseMethod("ACF") :
no applicable method for 'ACF'
2006 Nov 13
1
bug in acf (PR#9360)
Full_Name: Ian McLeod
Version: 2.3.1
OS: Windows
Submission from: (NULL) (129.100.76.136)
> There is a simple bug in acf as shown below:
>
> z <- 1
> acf(z,lag.max=1,plot=FALSE)
> Error in acf(z, lag.max = 1, plot = FALSE) :
> 'lag.max' must be at least 1
>
This is certainly a bug.
There are two problems:
(i) the error message is wrong since lag.max is
2002 May 08
1
ts acf accessing to values
Hi,
I don't quite understant how can I access to the acf values from the
list produced by the acf function
Example:
library(ts)
t <- acf(ts.union(ts(1:10), ts(11:20)))
t$acf
> tmp$acf
, , 1
[,1] [,2]
[1,] 1.00000000 1.00000000
[2,] 0.70000000 0.70000000
[3,] 0.41212121 0.41212121
[4,] 0.14848485 0.14848485
[5,] -0.07878788 -0.07878788
[6,] -0.25757576
2012 Mar 02
1
acf() plot of matrix cuts y-axis labels
Hello all,
I found a funny problem with y-axis labels when plotting acf(matrix) -
the labels are too close to one of the margins and cut in half.
Here's the problem:
test<-matrix(rnorm(200),ncol=4)
acf(test)
This doesn't fix the problem:
test<-matrix(rnorm(200),ncol=4)
par(mar=c(3,3,2,0.2),oma=c(0,0,0,0))
acf(test)
This does fix the margin. I understand why, but not sure why ONLY
2008 Aug 06
1
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
2010 Jul 06
1
acf
Hi list,
I have the following code to compute the acf of a time series
acfresid <- acf(residfit), where residfit is the series
when I type acfresid at the prompt the follwoing is displayed
Autocorrelations of series ?residfit?, by lag
0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333
1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018
2007 Mar 07
2
Calculating confidence limits on acf graphs
Hello,
I was wondering if anybody could help me with this?
I have plotted an acf function for a time series and am very happy with it.
Now I am interested in calculating for myself the two values for the confidence
intervals that are plotted on the graph of the acf.
The confidence intervals do not appear to be returned from the acf function (is this true?).
So far I haven't managed to
2010 Apr 29
1
a question on autocorrelation acf
Hi R users,
where can I find the equations used by acf function to calculate
autocorrelation? I think I misunderstand acf. Doesn't acf use following
equation to calculate autocorrelation?
[image: R(\tau) = \frac{\operatorname{E}[(X_t - \mu)(X_{t+\tau} -
\mu)]}{\sigma^2}\, ,]
If it does, then the autocorrelation of a sine function should give a
cosine; however, the following code gives a
2010 Apr 17
2
interpreting acf plot
Hello,
I am attending a course in Computational Statistics at ETH and in one of the assignments I am asked to prove that a time series is not autocorrelated using the R function "acf".
I tried out the acf function with the given data, according to what I found here: http://landshape.org/enm/options-for-acf-in-r/ this test data does not look IID but rather shows some trends so how can I
2006 Mar 24
3
bug in plot.acf (PR#8705)
(Moved from r-devel to r-bugs)
On 3/24/2006 5:03 AM, Antonio, Fabio Di Narzo wrote:
> Hi all.
> There's a bug in plot.acf, when plotting acf for multivariate time series.
> Here a reproducible example:
>
> X <- rnorm(1000)
> Y <- -X + rnorm(1000, sd=0.6)
> Z <- cbind(X,Y)
>
> In
> acf(Z)
> cross-correlation plot y-axis is limited to 0-1. But:
>
2007 Feb 08
2
Newbie: Acf function
Hi, I would like to use acf.plot on a correlogram that is computed
externally. In other words, I would like to "fake out" the acf object.
Is this possible?-- any help would be appreciated.
TIA
Martin
2005 May 12
3
acf problem ?
Hi
I'm getting the following error that do not make sense to me, what am
Idoing wrong ?
> acf(Recsim[1,], lag.max=1)
Error in acf(Recsim[1, ], lag.max = 1) : 'lag.max' must be at least 1
Regards
EJ
2011 Aug 25
1
Autocorrelation using acf
Dear R list
As suggested by Prof Brian Ripley, I have tried to read acf literature. The main problem is I am not the statistician and hence have some problem in understanding the concepts immediately. I came across one literature (http://www.stat.nus.edu.sg/~staxyc/REG32.pdf) on auto-correlation giving the methodology. As per that literature, the auto-correlation is arrived at as per following.
2009 Dec 22
2
ACF normalization.
Hi,
Can anyone please provide the formula used to compute ACF(nlme). I believe the one that is used in R is of the type mentioned on the website. Please correct me if I am wrong. The normalization of the numerator (Ch) has been done by 'N' where as I would like to do it by 'N-k'. Is there anyway in the present implementation of ACF to normalize it by 'N-k', where
2007 Apr 27
1
acf and pacf plot
Hi,
I noticed that whenever I ran acf or pacf, the plot generated by R always
includes two horizontal blue doted lines. Furthermore, these two lines are
not documented in the acf documentation. I don't know what they are for, but
it seems that they are important. Could someone tell me what they are and
how are they calculated?
Thanks,
--
Tom
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2005 Oct 10
1
acf.plot() question
When I run the "acf()" function using the "acf(ts.union(mdeaths,
fdeaths))" example, the "acf()" function calls the "acf.plot()"
function to generate this plot...
http://members.cox.net/ddebarr/images/acf_example.png
The plot in the lower right-hand corner is labeled "fdeaths & mdeaths",
but the negative lags appear to belong to "mdeaths