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
Autocorrelations of series ‘residfit’, by lag
0 1 2 3 4 5 6 7 8 9
10 11 12 13 14 15 16
1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018
0.042 0.078 -0.029 0.028 -0.016 -0.021 -0.109
17 18 19 20 21 22 23 24 25
0.000 -0.038 -0.006 0.015 -0.032 -0.002 0.014 -0.226 -0.030
Could you please check where the object acfresidfit is coming from and
how you generated it?
Cheers
Joris
On Tue, Jul 6, 2010 at 9:47 AM, nuncio m <nunci...@gmail.com> wrote:
> 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
>
> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333
>
> 1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018 0.042
>
> 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 1.5000 1.5833 1.6667 1.7500
>
> 0.078 -0.029 0.028 -0.016 -0.021 -0.109 0.000 -0.038 -0.006 0.015 -0.032
>
> 1.8333 1.9167 2.0000 2.0833
> -0.002 0.014 -0.226 -0.030
> Residfit is a timeseries object at monthly interval (0.0833), Here I
> understand R computed the correlation at lags 0 to 2 years.
>
> What is surprising to me is
> if I type acfresidfit at the prompt the following is displayed
>
> Autocorrelations of series ‘residfit’, by lag
>
> 0 1 2 3 4 5 6 7 8 9 10
>
> 1.000 -0.004 0.011 0.041 -0.056 0.019 -0.052 -0.027 -0.008 -0.012 -0.034
>
> 11 12 13 14 15 16 17 18 19 20 21
>
> 0.024 -0.005 0.006 -0.045 0.031 -0.035 -0.011 -0.021 -0.020 -0.010 -0.007
>
> 22 23 24 25
> -0.038 0.017 0.051 0.038
> >From the header I understand both are autocorrelation computed at the same
> lags. but the correlations are different
>
> where am I going wrong and which is the correct one.
>
> file residfit is also attached(filename-fileree2_test_out.txt)
> Thanks
> nuncio
> --
> Nuncio.M
> Research Scientist
> National Center for Antarctic and Ocean research
> Head land Sada
> Vasco da Gamma
> Goa-403804
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
--
Joris Meys
Statistical consultant
Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control
tel : +32 9 264 59 87
joris.m...@ugent.be
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