I misunderstood what the help page was saying - I thought that the missing values were what constituted the invalid function. Clearly I was mistaken.
Looks like I'll have to compute the acf myself. Shame, but such is life. Thanks for the input, everyone! Steve. Berwin A Turlach wrote: > G'day Steve, > > On Mon, 14 Sep 2009 13:44:56 +0200 > Steve Jones <st...@squaregoldfish.co.uk> wrote: > >> Apologies for the missing data. It can be downloaded from here (22Kb): >> http://www.squaregoldfish.co.uk/sekrett/series.csv > > Well, the Details section of acf's help page states: > > By default, no missing values are allowed. If the 'na.action' > function passes through missing values (as 'na.pass' does), the > covariances are computed from the complete cases. This means that > the estimate computed may well not be a valid autocorrelation > sequence, and may contain missing values. [...] > > And you have seem to have a massive amount of missing data: > > R> dat <- scan(url("http://www.squaregoldfish.co.uk/sekrett/series.csv";)) > Read 6940 items > R> mean(!is.na(dat)) > [1] 0.02881844 > > And, not surprisingly, an even smaller proportion of consecutive, > non-missing observations. > > R> mean(!is.na(dat[-1]) & !is.na(dat[-length(dat)])) > [1] 0.006340971 > > You can find out which formulae are used exactly by acf by studying the > code, but this might give you an idea about what is going on: > > R> ind <- !is.na(dat) > R> (mu <- mean(dat[ind])) ## too lazy for mean(dat, na.rm=TRUE) > [1] 373.5165 > R> (sig2 <- var(dat[ind])) ## ditto > [1] 463.4041 > R> ind <- which(!is.na(dat[-1]) & !is.na(dat[-length(dat)])) > R> sum( (dat[ind]-mu) * (dat[ind+1] - mu)) / length(ind) > [1] 593.3041 > R> sum( (dat[ind]-mu) * (dat[ind+1] - mu)) / length(ind) / sig2 > [1] 1.280317 > > HTH > > Cheers, > > Berwin > > ========================== Full address ============================ > Berwin A Turlach Tel.: +61 (8) 6488 3338 (secr) > School of Maths and Stats (M019) +61 (8) 6488 3383 (self) > The University of Western Australia FAX : +61 (8) 6488 1028 > 35 Stirling Highway > Crawley WA 6009 e-mail: ber...@maths.uwa.edu.au > Australia http://www.maths.uwa.edu.au/~berwin >
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