This should do. sapply(split(A,col(A)), function(ts) acf(ts,plot=F)$acf)
-gary -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of rcoder Sent: Thursday, August 07, 2008 4:11 AM To: r-help@r-project.org Subject: Re: [R] using acf() for multiple columns 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-tp18858672p18 865946.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.
