Displaying 20 results from an estimated 3000 matches similar to: "When using ACF, receive error: no applicable method for 'ACF' applied to an object of class "c('double', 'numeric')""
2008 Nov 20
1
different ACF results
Dear all,
I have one Model (M3) fitted using the lme package, and I have
checked the correlation structure of within-group errors using
plot(ACF (M3,maxLag=10),alpha=0.05)
But now I am not sure how to interpret this plot for the empirical
autocorrelation function.
The problem is that I am used to see/interpret diagrams in which all
the autocorrelation Lags, except lag-1, are inside the
2004 Mar 09
2
corARMA and ACF in nlme
Hi R-sters,
Just wondering what I might be doing wrong. I'm trying to fit a multiple
linear regression model, and being ever mindful about the possibilities of
autocorrelation in the errors (it's a time series), the errors appear to
follow an AR1 process (ar(ts(glsfit$residuals)) selected order 1). So,
when I go back and try to do the simultaneous regression and error fit with
gls,
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
2004 Aug 09
1
Easy acf and pacf for irregular time series in R
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
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
2011 Sep 16
3
question concerning the acf function
Hi everyone,
I've got a question concerning the function acf(.) in R for calculating the
autocorrelation in my data.
I have a table with daily returns of several stocks over time and I would
like to calculate the autocorrelation for all the series (not only for one
time series). How can I do this?
After that I want to apply an autoregressive model based on the estimated
lag in the
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 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
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
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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1999 Aug 11
1
acf()
Hi there,
I have R 0.64.2. I wonder if this R has acf function to calculate
autocorrelation? since the help(acf) doesnt seem to be able to help me.
thanks,
Peppy
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2012 Dec 30
1
acf () and pacf()
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
2006 Apr 28
1
plot acf of several timeseries
Hello r-help,
I have a couple of time-series of different length and I would like to
produce a simple overview plot showing the autocorrelation functions of
the series. The time-series are stored in a dataframe like this:
> test.data
item year value
1 xxx 1961 -1.09
2 xxx 1962 0.21
3 xxx 1963 -0.81
[trimmed]
8
2008 Jan 17
1
acf lag1 value
Hi R,
I have doubt.
>x= c(4,5,6,3,2,4,5)
>acf(x,plot=F,lag.max=1)
Autocorrelations of series 'x', by lag
0 1
1.000 0.182
But if I actually calculate the autocorrelation at lag1 I get,
>cor(x[-1],x[-length(x)])
[1] 0.1921538
Even in excel I get 0.1921538 value. So, I want to know what the 'acf'
function is calculating here....
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 Feb 11
1
ACF and PACF
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.
2007 Nov 12
2
graphical parameters and acf
Hi,
I'm plotting 5 autocorrelation plots on one page. Using
par(mfrow=c(3,2)) everything comes out fine. However, for
each plot, it prints a title on top of each plot that says
Series followed by the variable name used in the plot. I
want to suppress those titles, but I also want a general
figure title on the bottom of the page. I've looked at the
Murrell book as well as the 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
2006 Aug 18
3
Query: how to modify the plot of acf
I need to modify the graph of the autocorrelation. I tried to do it through plot.acf but with no success.
1. I would like to get rid of the lag zero
2. I would like to have numbers on the x-axis only at lags 12, 24, 36, 48, 60, ...
Could anybody help me in this?
Any help will be appreciated
Thank you for your attention
Stefano
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