Full_Name: Martin Meermeyer
Version: 2.51
OS: Win XP SP3
Submission from: (NULL) (132.195.128.210)
I think the confidence-bands in the plot.acf(..., ci.type="ma") must start at
lag 1 due to the Bartlett-approximation. I think so since I´ve calculated these
manually, see the following example:
r
This is fixed now in R-devel and R-patched. Thanks again for the report.
Duncan Murdoch
On 3/24/2006 7:55 AM, [EMAIL PROTECTED] wrote:
> (Moved from r-devel to r-bugs)
>
> 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 multiva
On 3/24/2006 9:25 AM, Gabor Grothendieck wrote:
> On 3/24/06, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote:
>> (Moved from r-devel to r-bugs)
>>
>> 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.
>> > H
On 3/24/06, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote:
> (Moved from r-devel to r-bugs)
>
> 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)
> >
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 3/24/2
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.
> "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 multiva
(Moved from r-devel to r-bugs)
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
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 corre
