similar to: bug in acf (PR#9360)

Hi, I'm trying to obtain confidence intervals for auto and cross correlation estimates. I've adapted code made available by Stock and Watson that uses the Bartlett Kernel and the delta method. In R it runs really, really slow because of the loops it uses and I have 9 series that I'd like to examine (81 total combinations). It was easy enough to replace one of the while loops with a

I started to check what I thought I knew with autocovariance and it doesn’t jive with the the calculations given by ‘R’. I was wondering if there is some scaling or something that I am not aware of. Take the example Ø d <- 1:10 Ø (a <- acf(d, type="covariance", demean=FALSE, plot=FALSE)) Autocovariances of series ‘d’, by lag 0 1 2 3 4 5 6

In the R Document, the usage of the acf() is as follow: acf(x, lag.max = NULL, type = c("correlation", "covariance", "partial"), plot = TRUE, na.action = na.fail, demean = TRUE, ...) But now I want to get the result picture like: plot(x,type="l") or plot(x,type="p") How can I do this with acf function? 仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭仭佒伮 伬侎仯仭

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'

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, 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,]

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

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

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

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

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

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

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

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

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

(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: >

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

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]]

Hello, what is the meaning of the plots of an acf()-plot, when using a data frame as argument? The result is NOT obvious for me. There are combinations of the columns of a dataframe in the reulting plot. But an acf() is just defined for onyl one time-sreies. So what do the plots mean? I did not found a description in the help-page. Ciao, Oliver

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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the