Hi Gary, Thanks for your reply. This works fine. Is there any way to send the ACF data to a matrix, so I could analyse the data in excel for e.g.?
Thanks, rcoder Ling, Gary (Electronic Trading) wrote: > > Hi, here is one possible solution ... > -gary > > ### example ### > > # create a 500x3 multi-ts > A <- matrix(rnorm(1500),nrow=500) > > # misc. graphical setting > par(mfrow=c(ncol(A),1)) > > # then our friend -- lapply(split(...)) > lapply(split(A,col(A)), acf) > #Or > lapply(split(A,col(A)), function(ts) acf(ts, lag.max=10)) > > > > > > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > On Behalf Of rcoder > Sent: Wednesday, August 06, 2008 4:13 PM > To: r-help@r-project.org > Subject: [R] using acf() for multiple columns > > > > Hi everyone, > > I'm trying to use the acf() function to calculate the autocorrelation of > each column in a matrix. The trouble is that I can only seem to get the > function to work if I extract the data in the column into a separate > matrix > and then apply the acf() function to this column. > > I have something like this: acf(mat,lag.max=10,na.action=na.pass) > > ...but I would really like to apply the function to 'mat' where 'mat' is > a > matrix as opposed to a vector. The function actually doesn't return an > acf > coefficient, but instead plots the data. So, in addition to handling > matrices with multiple columns, would anyone know how to coerce the > function > to output the underlying data? > > Finally, when working with a matrix, is there a way I can specify how > many > plots I can display after the function executes? I managed to generate a > multiple plot when I was experimenting, but the titles suggested the acf > was > calculated between adjacent columns in the matrix, which is something I > was > puzzled about. > > Thanks, > > rcoder > -- > View this message in context: > http://www.nabble.com/using-acf%28%29-for-multiple-columns-tp18858672p18 > 858672.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > -------------------------------------------------------- > > This message w/attachments (message) may be privileged, confidential or > proprietary, and if you are not an intended recipient, please notify the > sender, do not use or share it and delete it. Unless specifically > indicated, this message is not an offer to sell or a solicitation of any > investment products or other financial product or service, an official > confirmation of any transaction, or an official statement of Merrill > Lynch. Subject to applicable law, Merrill Lynch may monitor, review and > retain e-communications (EC) traveling through its networks/systems. The > laws of the country of each sender/recipient may impact the handling of > EC, and EC may be archived, supervised and produced in countries other > than the country in which you are located. This message cannot be > guaranteed to be secure or error-free. This message is subject to terms > available at the following link: > http://www.ml.com/e-communications_terms/. By messaging with Merrill Lynch > you consent to the foregoing. > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/using-acf%28%29-for-multiple-columns-tp18858672p18865946.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
