similar to: Why am I getting different results from cor VS ccf ?

Hi, I would like to compute the autocorrelation time from my 2-D time series, but I cannot find how to do using R. I have found the fucntion acf and acf plot, but how can find the autocorrelation time? thanks -- View this message in context: http://r.789695.n4.nabble.com/help-on-autocorrealtion-time-tp2065129p2065129.html Sent from the R help mailing list archive at Nabble.com.

On 11/28/2006 11:50 AM, A.I. McLeod wrote: > Hi Duncan, Hi Ian. > > ccf(x,y) does not explain whether c(k)=cov(x(t),x(t+k)) or d(k)=cov(x(t),x(t-k)) is calculated. The following example demonstrates > that the c(k) definition is used: > ccf(c(-1,1,rep(0,8)),c(1,rep(0,9))) > However S-Plus acf uses the d(k) definition in their acf function. I don't think our code looks

Hi, I have missing values in my time series. "na.action = na.pass" works for acf and pacf. Why do I get the following error for the ccf? > ts(matrix(c(dev$u[1:10],dev$q[1:10]),ncol=2),start=1,freq=1) Time Series: Start = 1 End = 10 Frequency = 1 Series 1 Series 2 1 68.00000 138.4615 2 70.00000 355.5556 3 68.76000 304.3200 4 68.00000 231.4286 5 69.74194 357.4963 6

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

im using R 1.5.0 on redhat. when i use ccf in the ts library i get, what i think is, an incorrect entry in the lag and acf components. as an example, look at the second entry in the lag and acf components below: > library(ts) > tmp <- ccf(ts(rnorm(3)),ts(rnorm(3)),plot=F) > tmp$lag , , 1 [,1] [1,] -1 [2,] 0 [3,] 0 [4,] 1 > tmp$acf , , 1 [,1] [1,]

I am trying to run a cross-correlation using the "ccf()" function. When I select plot = TRUE in the ccf() I get a graph which has ACF on the y-axis, which would suggest that these y-values are the auto-correlation values. How should I adjust the code to produce a plot that provides the cross-correlation values? Here is my code: w002dat <-

Dear All, I am studying some process measurement time series in R and trying to identify time delays using cross-correlation function ccf. The results have however been bit confusing. I found a couple of years old message about this issue but unfortunately wasn't able to find it again for a reference. For example, an obvious time shift is observed between the measurements y1 and y2 when the

Hi, I have been running the ccf() function to find cross-correlations of time series across various lags. When I give the option of plot=TRUE, I get a plot that gives me 95% confidence interval cut-offs (based on sample covariances) for my cross-correlations at each lag. This gives me a sense of whether my cross-correlations are statistically significant or not. However, I am unable to get R to

Hello dear R help group, I would like to download the tRNA data on: http://gtrnadb.ucsc.edu/download.html And then import it into R. Can anyone direct me as to how to do so? Thanks, Tal ---------------------------------------------- My contact information: Tal Galili E-mail: Tal.Galili@gmail.com Phone number: 972-52-7275845 FaceBook: Tal Galili My Blogs: http://www.talgalili.com (Web and

Hello dear R help group, I am trying to read a .txt file, with Hebrew column names, while keeping the column names looking well in R - but without success. I uploaded an example file to: http://www.talgalili.com/files/aa.txt And am trying the command: read.table("http://www.talgalili.com/files/aa.txt", header = T, sep = "\t") This returns me with: X.....ª X...ª......

My question if in the Subject, but if to extend: I am specifically curious about WordPress blogs. But any solution will give me a lead. Thanks, Tal ---------------------------------------------- Contact me: Tal.Galili@gmail.com | 972-52-7275845 Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | www.r-statistics.com/ (English) [[alternative HTML version deleted]]

After reading more, I understand I didn't formulate my last question correctly, so please allow me to rephrase: What I am looking for is a way to save the R console session output. That is, a command that would combine the results of using: ?sink # And ?savehistory My motivation for this is that doing it will allow someone who is a blind user of R to be able to easily export his results to

I ran across this problem when playing with ccf(). Its function call is >function (x, y, lag.max = NULL, type = c("correlation", "covariance"), plot = TRUE, na.action = na.fail, ...) Internally, ccf() calls plot(), which digs up plot.acf() whose default style is type='h' . I wanted to pass the argument type='l' to the plotting routine, but of

Hi everyone, When the CCF between two series of observations is plotted in R, a line indicating (presumably) the significance threshold appears across the plot. Does anyone know how this threshold is determined (it is different for each set of series) and how its value can be extracted from R? I've tried saving the CCF into an object and unclassing the object, but there's nothing there to

Hello all, I am using R 2.13.0 with windows 7, after giving my user full privileges to the R folder (as described here<http://www.r-statistics.com/2011/04/how-to-upgrade-r-on-windows-7/> ). This allows me to install new packages just fine. However, when using update.packages(), to update existing packages, I keep getting the following error (for example, when updating the MASS package):

Hello all, # I am trying to read the text in this URL: u <- http://google.com/complete/search?output=toolbar&q=%d7%a9%d7%9c%d7%95%d7%9d # By using this command: readLines(u) And no matter what variation I tried, I keep getting this output: [1] "<?xml version=\"1.0\"?><toplevel><CompleteSuggestion><suggestion

Hello all, The following line of code includes a right-to-left language text, yet the R graphics engine displays it from left to right. One problem this causes is when there are parenthesis in the test, here is a basic example? plot(1:10, main = "שלום (טקסט)") Is there a way to make sure the text is displayed from right to left? Many thanks for any suggestions, Tal

Hello all, I would like some R function that can translate a string to a "URL encoding" (see here: http://www.w3schools.com/tags/ref_urlencode.asp) Is it implemented? (I wasn't able to find any reference to it) Thanks, Tal ----------------Contact Details:------------------------------------------------------- Contact me: Tal.Galili@gmail.com | 972-52-7275845 Read me:

Hi all, I just failed in loading a saved wordspace (13MB of size), and received these errors: Warning: stack imbalance in 'missing', 52 then 51 Warning: stack imbalance in 'if', 50 then 53 Warning: stack imbalance in 'as.environment', 57 then 59 Warning: stack imbalance in 'ls', 54 then 53 Warning: stack imbalance in '.Internal', 54 then 53 Warning: stack

Hello all, I recently discovered the "comment" command. I see it can only hold a vector of characters. Is there a way (or an alternative), to make it possible to have it keep a list? (for example, to keep different pieces of information like date of creation, information of each variable and so on) The closest solution I can think of is using 'names' on the vector, like this: