>>>>> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
>>>>> on Fri, 24 Mar 2006 13:55:03 +0100 (CET) writes:
Duncan> (Moved from r-devel to r-bugs)
Duncan> 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:
>> acf(Z, ylim=c(-1,1))
>> shows that there was a negative correlation, that was cut away in the
>> previous plot.
>>
>> I've seen the error is trivial. There's something like:
>>
>> for(each pair of univariate time series) {
>> if(is.null(ylim)) {
>> ...#set ylim properly
>> }
>> ...
>> }
>>
>> in plot.acf code, so that in the first iteration the ylim par is properly
>> set to about c(0,1), but in
>> subsequent interations, ylim is no more NULL, and the old, unproper ylim
>> specification
>> remains.
Duncan> Thanks for noticing this. It's easy to fix, but
Duncan> before I do, I'd like an opinion on the proper fix.
Duncan> Should all the plots use the same ylim, or in the
Duncan> case where it is unspecified, should they each
Duncan> choose their own? I can see arguments for both
Duncan> possibilities.
Duncan> Duncan Murdoch
I'd vote for the first one, a common y-scale.
Only that is also consistent with the behavior of explicitly
speficied 'ylim'.
Martin
>>
>> Antonio, Fabio Di Narzo.
>>
>> P.S. Sorry for not indicating exact source lines, but from this PC I
don't
>> have access to
>> R sources...
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