similar to: Please advise acf and pacf in order to determine order of Arima

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

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

Greetings R-helpers, I am attempting to fit an lme() while specifying a correlation structure, but I'm getting into trouble long before I get to that point. I am receiving the error: Error in y[revOrder] - Fitted : non-conformable arrays It doesn't seem to matter how simple or complex the model I specify is, it always gives this same error message. This makes me suspect something is

Hello, My name is Rodrigo, I am using R program and I have a trouble. I am trying to do a dendrogram with genetics information. Let me explain... The Similarity Matrix was already did, and with this matrix I want to construct a dendrogram. So, the distance is done. I need to transform this matrix (that I have) in a dendrogram, I woud be very grateful if someone could help me. PS: I am sending

Hi all, I have a package that is specific to a task I was repetitively using a few years ago. I now needed to run it again with new data. However I am told it was built with an older version or R and will not work. How can I tweak the package so it will run on 11.1? It was a one-off product and has not been maintained. Is there a way to "unpackage" it and repackage it to work? I

I'm attempting the heruclean task of teaching myself Introductory Statistics and R at the same time. I'm working through Peter Dalgaard's Introductory Statistics with R, but don't understand why the answer to one of the exercises works. I'm hoping someone will have the patience to explain the answer to me, both in the statistics and R areas. Exercise 6.1 says: The zelazo data

Hi All, Just hoping some one can give me a hand with a problem... I have a dataframe (DF) with about 5 million entries that looks something like the following: >DF ID Cl Co Brd Ind A AB AB 1 S-3 IND A BR_F BR_F01 1 0 0 2 S-3 IND A BR_F BR_F01 1 0 0 3 S-3 IND A BR_F BR_F01 1 0 0 4 S-3 IND A BR_F BR_F01 1 0 0 5 S-3 IND A BR_F BR_F01 1 0 0 6 S-3 IND A BR_F

Hi, I wanted to understand exactly how acf and pacf works, so I tried to calculate ac and pac manually. For ac, I used the standard acf formula: acf(k) = sum(X(t)-Xbar)(X(t-k)-Xbar))/sum(X(t)-Xbar)^2. But for pac, I could not figure out how to calculate it by hand. I understand that in both R and EVIEWS, it is done using the Durbin-Levinson algorithm by the computer. However, I don't

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 [[alternative HTML version deleted]]

Hi helpers, can you help me in plotting acf and pacf functions in R. I am using the code acf(variable name) but it is not working. Expecting your reply. Thanks -- View this message in context: http://n4.nabble.com/ACF-and-PACF-tp1477149p1477149.html Sent from the R help mailing list archive at Nabble.com.

I am getting the following: *** Weave Errors *** Error in driver$runcode(drobj, chunk, chunkopts) : Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts" *** Source Errors *** Error in eval(expr, envir, enclos) : couldn't find function "pacf.mts" make[1]: *** [checkVignettes] Error 1 I don't really understand the new namespace mechanism,

pacf in devel seems by default to return a different number of lags than 1.7.1 for $pacf. I don't see any mention of this in the NEWS file, or any change in the documentation, so I suspect it is and error, though it may be an undocumented improvement. (Newbie question: How is the simplest way to display a function like pacf.default that is not exported from a namespace?) Paul

Dear all, following the thread http://tolstoy.newcastle.edu.au/R/e2/devel/07/09/4338.html regarding the bug in the partial autocorrelation function for multivariate time series. I have prepared a web page with patches and relevant information. http://www2.stat.unibo.it/giannerini/R/pacf.htm Please do not hesitate to contact me for further clarifications regards Simone --

R: Is there an easy way to get the acf and pacf for an irregular times series? That is, the acf and pacf with lag lengths that are in units of time, not observation number. Thanks, Jason Higbee Research Associate Federal Reserve Bank of St. Louis The views expressed in this email are the author's and not necessarily those of the Federal Reserve Bank of St. Louis or the Federal Reserve

Hello Michael, see as an online resource: http://www.statsoft.com/textbook/sttimser.html or get hold on a time series analysis textbook, like one of the monographies written by Hamilton; Luetkepohl; Brockwell & Davis; Harvey or Box & Jenkins, to name but a few. In a nutshell, PACF 'eliminates' intermediate autocorrelations compared to ACF, e.g. an AR(1) process will ordinarily

When I use the command for PACF, lags 5, 10, 15, and 20 are labeled. I would like to label lag 1. I would greatly appreciate if someone could tell me how to do this. Below is the command that I am using: pacf(data$R1,main="Series R1 Residuals") [[alternative HTML version deleted]]

I have asked this question on Stackoverflow and was told it does not relate to the sites' mission as it is statistical question, thus I brought it here. I am fitting a gam mode in the mgcv package to study associations of environmental pollutants and mortality. The aim is to choose a model with lowest mgcv and also to reduce the PACF to less than < |0.1|. library(gamair) library(mgcv)

I have used acf() and pacf() in R to get the acf and pacf values at max/lag=20 but the output did not show the values associated with lag numbers. lag numbers is shown in decimals. -- Rashid Ameer View my recent publication at * http://www.emeraldinsight.com/fwd.htm?id=aob&ini=aob&doi=10.1108/17538391211282854 * Details for my works are available directly at

Dear all, following the thread http://tolstoy.newcastle.edu.au/R/e2/devel/07/09/4338.html regarding the bug in the partial autocorrelation function for multivariate time series. I have prepared a web page with patches and relevant information. http://www2.stat.unibo.it/giannerini/R/pacf.htm Please do not hesitate to contact me for further clarifications regards Simone --

Dear list, according to the documentation of acf{ts} "the partial correlation coefficient is estimated by fitting autoregressive models of successively higher orders up to lag.max. " However, R seems to return the Yule-Walker estimates of the PACF by default. You can check this using c(1:10) as the series: the YW estimates are 0.7000000 and -0.1527035 for lags 1 and 2 . If the PACF