similar to: acf segfault (PR#7771)

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

Hola, Estoy visualizando una serie temporal para determinar sus órdenes ARIMA y no consigo lo siguiente: ¿Cómo puedo sacar la ACF de los retardos múltiplos del periodo? Es decir, sólo ver en el gráfico ACF los retardos 12, 24, 36... Gracias!! David [[alternative HTML version deleted]]

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

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 [[alternative HTML version deleted]]

Full_Name: Hiroyuki Kawakatsu Version: 1.3.1 OS: win2k Submission from: (NULL) (130.158.140.105) the lag labels in the acf plot is screwed when the ts frequency>1. try, for example, #acf mis-feature x <- ts(rnorm(200), frequency=4); acf(x,lag.max=24); h. > version _ platform i386-pc-mingw32 arch x86 os Win32 system x86, Win32

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

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'

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.

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

I would like to get the result of acf min of lag 2 and max of lag 50. When I use time series ( acf, lag.max = 50, type="covariance"), I got lag 0 to lag 50. How do I get lag 2 to lag 50? Sincerely, Stephen

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 =

Hi, The default value for lag.max in ACF implementation is 10*log10(N) There several publications recommending setting lag.max to: - N/4 (Box and Jenkins, 1970; Chatfield, 1975; Anderson, 1976; Pankratz, 1983; Davis, 1986; etc.) - sqrt(N)+10 (Cryer, 1986) - 20<=N<=40 (Brockwell and Davis) Why R uses 10*log10(N) as a default? Please, give me a reference to a book or article where the

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

this one is not a false alarm like my previous message. i have cut and paste the code below so if anyone could run it would be appreciated. basically, my question is why the horizontal axis of the acf plot is labelled with such huge numbers when the labels should be 1 through 10 since may lag.max = 10 ? i looked at the cdoe of acf but it was pretty much beyond me. i think it has something to

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

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....

I think this is a bug, but perhap someone could confirm that it is not just me doing something stupid. (I vaguely recall something like this previously getting fixed in 1.7.0.) R : Copyright 2003, The R Development Core Team Version 1.7.1 (2003-06-16) > z <-matrix(rnorm(100), 100,1) > acf(as.ts(z), type="partial") Error in inherits(x, "ts") : evaluation is nested

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,

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

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