Displaying 20 results from an estimated 2000 matches similar to: "loop for, error: obj type 'closure' not subsetable"
2009 May 20
1
stationarity tests
How can I make sure the residual signal, after subtracting the trend extracted through some technique, is actually trend-free ?
I would greatly appreciate any suggestion about some Stationarity tests.
I'd like to make sure I have got the difference between ACF and PACF right.
In the following I am citing some definitions. I would appreciate your thoughts.
ACF(k) estimates the correlation
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
2010 Nov 07
1
When using ACF, receive error: no applicable method for 'ACF' applied to an object of class "c('double', 'numeric')"
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'
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
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.
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
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 May 25
1
question: corCAR1 in lme
Hello all,
I am trying to use lme to examine how a response variable (Chla) changes
over time in different treatments (2 Temp & 2 Light levels). Within each
treatment combination, there are two replicate tanks (each with unique
TankID) with coral fragments in them. All tanks are subject to the same
environment until Time=0, when treatments are imposed, and Chla is measured
for each
2012 Feb 14
1
Strange plotting error
Hi there,
I am trying to compute the autocorrelation in a dataset using R's acf
function. ACF automatically plots the results. This works well except in
some cases xlim doesnt work
data <- rnorm(2000,0,1)
acf(data,xlim=c(1,10)) # works - the plot starts at 1
acf(data,lag=100,xlim=c(1,100)) # this does not work and the plot still
starts at 0
Is there another way to specify the xlim or
2011 Aug 24
1
Autocorrelation using library(tseries)
Dear R list
I am trying to understand the auto-correlation concept. Auto-correlation is the self-correlation of random variable X with a certain time lag of say t.
The article "http://www.mit.tut.fi/MIT-3010/luentokalvot/lk10-11/MDA_lecture16_11.pdf" (Page no. 9 and 10) gives the methodology as under.
Suppose you have a time series observations as say
X =
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
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
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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2006 Nov 28
1
ccf documentation bug or suggeston (PR#9394)
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
2010 May 20
2
writing autocorrelation and partial auto correlation functions to a file
Dear All,
I am very new to T. I need to fit a ARIMA model to my time
series. So I found the auto correlation functions and partial auto
correlation function in R. Now I want to save these valuse along with the
significance levels to a file. How to do that?. I tried some function in R
like write.table but returns an error "cannot coerce class "acf" into a
2004 Apr 29
1
accessing information in lists
I've created a dataframe containing multiple ACF lists through the command
rev.acf<-apply(rev.matrix, 2, acf, na.action=na.contiguous, lag.max=12, plot=FALSE)
where rev.matrix is an n by t matrix containing n time series in columns. I'd now like to pull out only the ACF information and store it in a seperate n by 12 matrix. So far the only way I can work out to access this 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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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 May 31
1
missing values in autocorelation
Hi all,
I am trying to find the autocorrelation of some time series. I
have say 100 files, some files have only missing values(-99.99, say). I dont
want to exclude these files as they represent some points in a grid. But
when the acf command is issued i get an error.
Error in plot.window(...) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no
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