On 3/24/2006 9:10 AM, Antonio, Fabio Di Narzo wrote:
> 2006/3/24, [EMAIL PROTECTED] <[EMAIL PROTECTED]>:
>>
>> >>>>> "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
>
>
> This sounds to me to be the best, also for visual comparison of multiple
> plots at once (having them all on the same screen...).
> Antonio, Fabio Di Narzo.
Okay, will do it that way.
Duncan Murdoch
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