a <- as.ts(rnorm(20))
png("acf.png")
a.acf <- acf(a)
dev.off()
# to see what is available
names(a.acf)
unclass(a.acf)
2016-03-06 20:06 GMT+01:00 Preetam Pal :
> Thanks, Michael. Appreciate it.
> But suppose I go for the plot, how to extract it from R ... say, I want to
> save it as a .png file.
My word! Did you try ?png?
More to the point, any good R tutorial should provide such info. Pls make
some reasonable efforts on your own before posting here.
Cheers,
Bert
On Sunday, March 6, 2016, Preetam Pal wrote:
> Thanks, Michael. Appreciate it.
> But suppose I go for the plot, how t
Thank you very much,Jean-Claude and Michael.
1> @Michael, your suggestion "plot = FALSE" only returns the estimated ACF
values, not the confidence limits at different lags. May be I am missing
something here.Do you know any way around for this?
2>@Jean-Claude, got it, thanks.
Regards,
Preetam
On
Thanks, Michael. Appreciate it.
But suppose I go for the plot, how to extract it from R ... say, I want to
save it as a .png file.
Regards,
Preetam
On Sun, Mar 6, 2016 at 3:39 PM, Michael Dewey
wrote:
> According to the documentation acf returns what you want. It also says
> that it returns it i
According to the documentation acf returns what you want. It also says
that it returns it invisibly if plot = TRUE which I imagine is what you
are doing.
So try
res <- acf(insert_parameters_here, plot = FALSE)
and then look at res
On 06/03/2016 07:40, Preetam Pal wrote:
Hi R-users,
I have
Hi R-users,
I have a time series of residuals and I want to get the ACF
(autocorrelation) values till lag = 12, along with the 12 upper/lower
confidence limits. I understand that acf(residual) would give me the plot,
but I will also need the actual values as an array etc. Plus, I'll have to
extrac
On Thu, 27 Mar 2014, Rich Shepard wrote:
s95ec.z <- read.zoo("s95ec.dat", sep = ".", format = "%Y-%m-%d"
^
) didn't
copy but was present on the command line.
Tryi
On Thu, 27 Mar 2014, Rich Shepard wrote:
I'll report back on whether that avoids the errors.
Changing from ts.union() to ts.intersect() did not make a difference. So,
I went back to bare metal by using awk to generate two-column text files,
each consisting of a date and an interger or real v
On Thu, 27 Mar 2014, William Dunlap wrote:
Why aren't you using ts.intersect instead of ts.union?
Bill,
I was wondering the same thing. The reason (perhaps excuse would be the
more appropriate term) is my emulating the example in Paul Cowpertwait and
Andrew Metcalfe's "Introductory Time Ser
45 AM
> To: r-help@r-project.org
> Subject: Re: [R] acf(ts.union()): Missing Values in Object
>
> On Wed, 26 Mar 2014, Rich Shepard wrote:
>
> > According to the ts.union help, "‘ts.union’ pads with ‘NA’s to the total
> > time coverage" but the problem seems to be
On Wed, 26 Mar 2014, Rich Shepard wrote:
According to the ts.union help, "‘ts.union’ pads with ‘NA’s to the total
time coverage" but the problem seems to be that one series has a single NA
while the other has 2 NAs. Both series have 792 rows of (date, value).
I should have written in the fi
I have 2 time series (class 'ts') and I want to plot the acf for each and
the joint ccf using acf(ts.union(ts1, ts2)).
According to the ts.union help, "‘ts.union’ pads with ‘NA’s to the total
time coverage" but the problem seems to be that one series has a single NA
while the other has 2 NAs.
s, snames = colnames(x)), class = "acf")
Check this link:
http://stackoverflow.com/questions/14035506/how-to-see-the-source-code-of-r-internal-or-primitive-function
A.K.
From: Cathy Lee Gierke
To: arun
Sent: Tuesday, July 30, 2013 5:04 PM
Subject:
Just type
acf
ccf
on R prompt
A.K.
- Original Message -
From: Cathy Lee Gierke
To: r-help@r-project.org; r-core-ow...@r-project.org
Cc:
Sent: Tuesday, July 30, 2013 4:02 PM
Subject: [R] acf and ccf
Greetings,
Is it possible to see the source code for the acf and ccf functions
Greetings,
Is it possible to see the source code for the acf and ccf functions? I
want to understand the exact formula used.
It may be in this book, but I am hoping I can find it elsewhere, as the
book is quite expensive.
Venables, W. N. and Ripley, B. D. (2002) *Modern Applied Statistics with S
On 03/07/13 04:21, Venkatesh Nagarajan wrote:
> I am trying to understand lagged correlations.
>
> x= 1:100;
> y = c(rep(NA,40), 1:60)ccf(x = x, y = y, lag.max=100, na.action=na.pass, type
> = "correlation")
>
> I was hoping to see max cor at lag = 40. But I am not. What am I doing wrong?
We
Then you are posting in the wrong forum, since this is a forum about getting R
to do things for which you already understand the theory.
As to the results you are getting, I highly recommend reading the details
section of ?ccf.
BTW The Posting Guide indicates that you should post in text format
I am trying to understand lagged correlations.
x= 1:100;
y = c(rep(NA,40), 1:60)ccf(x = x, y = y, lag.max=100, na.action=na.pass, type =
"correlation")
I was hoping to see max cor at lag = 40. But I am not. What am I doing wrong?
Thanks
VN
[[alternative HTML version deleted]]
___
On 30/12/2012 07:47, Rashid Ameer wrote:
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.
What 'lag numbers'?
Lags in time series are in time units: most likely y
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=10.1108/1753
-project.org
Subject: Re: [R] acf() plot of matrix cuts y-axis labels
On 02/03/2012 11:40 AM, Folkes, Michael wrote:
> 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
On 02/03/2012 11:40 AM, Folkes, Michael wrote:
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<-matr
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(
On Sat, Nov 5, 2011 at 12:26 AM, Kevin Burton wrote:
> I started to check what I thought I knew with autocovariance and it doesn’t
> jive with the the calculations given by ‘R’. I was wondering if there is
> some scaling or something that I am not aware of.
>
>
>
> Take the example
>
>
>
> Ø d <-
I started to check what I thought I knew with autocovariance and it doesnt
jive with the the calculations given by R. I was wondering if there is
some scaling or something that I am not aware of.
Take the example
Ø d <- 1:10
Ø (a <- acf(d, type="covariance", demean=FALSE, plot=FALSE))
What's farima? functional arima or fractional arima? If the former,
the "fda" package includes a function "cor.fd" for "correlation matrix
from functional data object(s)". If the latter, I suggest you use sos
as follows:
library(sos)
(fr <- findFn('fractional arima'))
"findFn" sear
Hello,
I am trying to calculate the autocovariance matrix for any general
farima(p,d,q) with
p,q > 1. Could anyone give an idea how to implement in R or if there
is any package for this?
thank you beforehand.
Jose.
__
R-help@r-project.org mailing list
Hi Andre,
try acf.data$acf
regards,
Theresa
andre bedon wrote:
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 comput
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.dat
Dear useRs,
How to save the correlations corresponding to the
significance levels from ACF function
Thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version dele
Your question is a bit confusing. "acfresidfit" is an object, of which
we don't know the origin. with your test file, I arrive at the first
correlations (but with integer headings) :
> residfit <- read.table("fileree2_test_out.txt")
> acf(residfit)
> acfresid <- acf(residfit)
> acfresid
Autocorre
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. 0.0833 0.1667 0.2500 0. 0.4167 0.5000 0.5
On 11.02.2010 12:48, sathiya_mtm wrote:
Hi helpers,
can you help me in plotting acf and pacf functions in R.
I am using the code
acf(variable name)
>
but it is not working.
For me it is, hence citing the footer of al R-help messages:
PLEASE do read the posting guide
http://www.R-project
Hi helpers,
can you help me in plotting acf and pacf functions in R.
I am using the code
acf(variable name)
but it is not working.
Expecting your reply.
Thanks
--
View this message in context:
http://n4.nabble.com/ACF-and-PACF-tp1477149p1477149.html
Sent from the R help mailing list archive
Thanks for the suggestions..
I must admit that on the R-help one of my coworker is asking the same question
named "Nested For loops". My question "ACF normalization" and his question both
lead to the same problem. So now I merge both the questions. Sorry for the
inconvenience.
The main problem
ch one. As when I
used ACF, I simply used it like
acf(distance,lag.max=l0,plot=FALSE)
but I am not sure by default generic ACF is using either ACF.gls or ACF.lme
Please guide so that I can kick start.
Best
Alok & Baloo
--- On Tue, 12/22/09, ONKELINX, Thierry wrote:
> From: ONKELINX, T
: R help
Onderwerp: Re: [R] ACF normalization.
May be please inform where I can find the source code for "nlme:::ACF.gls"
and "nlme:::ACF.lme". Sorry to ask. As I have looked into the R directory but
don't find that.
Best
Alok
--- On Tue, 12/22/09, Prof Brian Ripley
May be please inform where I can find the source code for "nlme:::ACF.gls"
and "nlme:::ACF.lme". Sorry to ask. As I have looked into the R directory but
don't find that.
Best
Alok
--- On Tue, 12/22/09, Prof Brian Ripley wrote:
> From: Prof Brian Ripley
> Sub
On Tue, 22 Dec 2009, alok juneja wrote:
Hi,
My earlier email was sent as html so no visible properly. I am now posting it
as text. Sorry for the duplication of the message.
Can anyone please provide the formula used to compute ACF(nlme). I believe the
one that is used in R is of the type me
Hi,
My earlier email was sent as html so no visible properly. I am now posting it
as text. Sorry for the duplication of the message.
Can anyone please provide the formula used to compute ACF(nlme). I believe the
one that is used in R is of the type mentioned on the website
(http://www.itl.nis
Hi,
Can anyone please provide the formula used to compute ACF(nlme). I believe the
one that is used in R is of the type mentioned on the website. Please correct
me if I am wrong. The normalization of the numerator (Ch) has been done by 'N'
where as I would like to do it by 'N-k'. Is there anywa
*additional:
the lags i am expecting is in months.. since i am trying to predict monthly
streamflow.
thanks again
--
View this message in context:
http://www.nabble.com/acf-for-a-univariate-time-series-in-a-data-frame-tp25799751p25799784.html
Sent from the R help mailing list archive at Nabble.
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
This is quite a nasty one! I've been having a look at it, and I think
it would be useful to go back to first principles.
Given a series u[1:N], the correlation coefficient between u[1:(N-k)]
and u[(k+1):N] is
c(k) = cov(u[1:(N-k)],u[(k+1):N])/sqrt(var(u[1:(N-k)])*var(u(k+1):N]))
in which, in par
Hello
On Mon, Sep 14, 2009 at 2:53 PM, Steve Jones wrote:
> Looks like I'll have to compute the acf myself. Shame, but such is life.
>
Wouldn't na.omit be an option?
Liviu
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-hel
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 S
On 14/09/2009 7:44 AM, Steve Jones wrote:
Apologies for the missing data. It can be downloaded from here (22Kb):
http://www.squaregoldfish.co.uk/sekrett/series.csv
The dataset is 97% missing values. I suspect what you're seeing is what
the man page describes as follows:
"If the na.action fu
G'day Steve,
On Mon, 14 Sep 2009 13:44:56 +0200
Steve Jones 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.
Apologies for the missing data. It can be downloaded from here (22Kb):
http://www.squaregoldfish.co.uk/sekrett/series.csv
Steve.
Duncan Murdoch wrote:
> On 14/09/2009 6:40 AM, Steve Jones wrote:
>> Hi list,
>>
>> I've been producing autocorrelation functions of time series using the
>> acf functi
On 14/09/2009 6:40 AM, Steve Jones wrote:
Hi list,
I've been producing autocorrelation functions of time series using the
acf function, and have found a series or two for which correlations of >
1 are given, which I think shouldn't happen.
Attached is the time series I'm using, and below is the
Hi list,
I've been producing autocorrelation functions of time series using the
acf function, and have found a series or two for which correlations of >
1 are given, which I think shouldn't happen.
Attached is the time series I'm using, and below is the R code (version
2.9.1) that I'm entering:
Your suggestion wasn't entirely useless - I didn't know about it before,
so I learned something!
I've had a look in the plot.acf source and found the bit I need, so it's
all good now.
Thanks for the suggestions.
Steve.
markle...@verizon.net wrote:
> Hi Steve: Clearly my str suggestions was usel
Steve Jones wrote:
Thanks for the pointer to the str function - very handy!
The output for the acf object is below - it doesn't seem to contain
anything that might tell me the significance level.
List of 6
$ acf : num [1:27, 1, 1] 1 0.6309 0.2989 0.0612 -0.2105 ...
$ type : chr "correlatio
Thanks for the pointer to the str function - very handy!
The output for the acf object is below - it doesn't seem to contain
anything that might tell me the significance level.
List of 6
$ acf : num [1:27, 1, 1] 1 0.6309 0.2989 0.0612 -0.2105 ...
$ type : chr "correlation"
$ n.used: int 27
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, l
I have a number of signals whose ACF may or may not cross the zero line.
Whether roots exist or not is a piece of useful information for me.
Likewise, if any root exists, I'd like to know its lag value.
Unluckily R function ACF does not seem to provide such information.
I wonder whether someone c
Zitat von David Scott <[EMAIL PROTECTED]>:
> On Tue, 28 Oct 2008, Oliver Bandel wrote:
>
> > Zitat von David Scott <[EMAIL PROTECTED]>:
> >
> >> On Tue, 28 Oct 2008, Oliver Bandel wrote:
> >>
> >>> Hello,
> >>>
> >>> what are they meaning? It could be something that
> >>> would show a threshhold a
On Tue, 28 Oct 2008, Oliver Bandel wrote:
Zitat von David Scott <[EMAIL PROTECTED]>:
On Tue, 28 Oct 2008, Oliver Bandel wrote:
Hello,
what are they meaning? It could be something that
would show a threshhold above which the result is
indicating different meanings then just random noise.
But
Zitat von David Scott <[EMAIL PROTECTED]>:
> On Tue, 28 Oct 2008, Oliver Bandel wrote:
>
> > Hello,
> >
> > what are they meaning? It could be something that
> > would show a threshhold above which the result is
> > indicating different meanings then just random noise.
> > But there is no descript
On Tue, 28 Oct 2008, Oliver Bandel wrote:
Hello,
what is the meaning of the plots of an acf()-plot,
when using a data frame as argument?
The result is NOT obvious for me.
There are combinations of the columns of a dataframe in the reulting
plot.
But an acf() is just defined for onyl one time-
On Tue, 28 Oct 2008, Oliver Bandel wrote:
Hello,
what are they meaning? It could be something that
would show a threshhold above which the result is
indicating different meanings then just random noise.
But there is no description on the definition of those lines,
so it means nothing, if it is
Hello,
what are they meaning? It could be something that
would show a threshhold above which the result is
indicating different meanings then just random noise.
But there is no description on the definition of those lines,
so it means nothing, if it is not clearly defined.
Where can I find a deta
Hello,
what is the meaning of the plots of an acf()-plot,
when using a data frame as argument?
The result is NOT obvious for me.
There are combinations of the columns of a dataframe in the reulting
plot.
But an acf() is just defined for onyl one time-sreies.
So what do the plots mean? I did not
Hello,
when using acf, there is a blue stripped line in the plot.
What is the meaning of it?
Another question on acf(): when I use adc() on a data-frame
it automatically creates a lot of seperated acf-plots.
But there are combinations of plots, which seem to be ccf()
and not acf(). Is this a "fea
It should be ok
-Original Message-
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On
Behalf Of Irene Mantzouni
Sent: Thursday, May 08, 2008 5:45 PM
To: [EMAIL PROTECTED]
Subject: [R] acf function
Dear all,
I have an annual time-series of population numbers and I would like to
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
produced by this functions gives the auto-correlation at lags 1, 2
Is that
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
2:27 PM
To: Shubha Vishwanath Karanth
Cc: [EMAIL PROTECTED]
Subject: Re: [R] acf lag1 value
Please re-check your time-series books. The acf at lag 1 is _not_ the
correlation between x and lag(x). For one thing, the variance of x is
computed from the whole series, and not from the series with
Please re-check your time-series books. The acf at lag 1 is _not_ the
correlation between x and lag(x). For one thing, the variance of x is
computed from the whole series, and not from the series with either the
first or last value removed -- there is also the question of the divisor.
See MAS
Hi R,
I have doubt.
>x= c(4,5,6,3,2,4,5)
>acf(x,plot=F,lag.max=1)
Autocorrelations of series 'x', by lag
0 1
1.000 0.182
But if I actually calculate the autocorrelation at lag1 I get,
>cor(x[-1],x[-length(x)])
[1] 0.1921538
Even in excel I get 0.1921538 val
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