similar to: Query: how to modify the plot of acf

Hi everyone, I have a question regarding a C function of the "stats" package in R. I tried to understand the ?loglin? basic function of the ?stats? package implemented in R. The implemented function itself runs without any problem (perhaps see sample). When I ran it line by line it stopped at the lines 23-24 of the loglin-function; (the following line): z <- .Call(C_LogLin,

Hi, I am newbie user of ggplot and would like some assistance in implementing time series plots. I'd like to know how the tsdiag plot can be made in ggplot? Thanks Harsh Singhal Decisions Systems, Mu Sigma Inc.

Hola: ¿Existe alguna forma de obtener el valor numérico de los intervalos de confianza en una autocorrelación? O, por el contrario, ¿tengo que calcularlos «a mano»? (Llevo ya un rato buscando y nada.) Gracias por adelantado. Salud y Revolución. Lobo. -- Libertad es poder elegir en cualquier momento. Ahora yo elijo GNU/Linux, para no atar mis manos con las cadenas del soft propietario.

Dear all, I just stumbled upon the fact, that when I perform a regression on multivariate responses, that are not centred, I get a ricilulously high R-squared value. After reading the code of summary.lm, I found a bug in the function summary.lm: mss is calculated by: mss <-sum((f - mean(f))^2) - where f are the fitted values. This works only for a single response variable, because

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

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

Dear all, I have an annual time-series of population numbers and I would like to estimate the auto-correlation. Can I use acf() function and judge whether auto-correlation is significant by the plots? The acf array, eg: Autocorrelations of series 'x$log.s.r', by lag 0 1 2 3 4 5 6 7 8 9 10 11 12 1.000 0.031 -0.171

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

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

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

At Mon, 19 Nov 2001 08:36:38, you wrote: > I get the labels I expect: if this is quarterly data the lags are labelled > in years. That is what `frequency = 4' is intended to mean: 4 > observations per unit of time. some further thoughts convinces me that this is a mis-feature. if you ask any person what is the lag i autocorrelation, the answer would be corr(y_t, y_{t-i}). so you

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

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

hi everyone! i want to check the autocorrelation function for a univariate time series (streamflow) in a data frame as below: < DF <- read.table("D:/file path....") < DF year jan feb mar apr ...... dec 1966 0.504 0.406 0.740 0.241 0.429 1967 0.683 0.529 0.780 0.443 0.503 . . . . what i first tried is: acf (DF, plot = TRUE)

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'

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

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

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, 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,]