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
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
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? I
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
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
-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
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 <-
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
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
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
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
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
*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.
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
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
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
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
esti
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
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