Its because of the frequency. The lower the frequency number
the higher will be the numbers on the scale axis.
> as.ts(aggfxdata[,"bid"])
Time Series:
Start = 1144713660
End = 1144716960
Frequency = 0.0166666666666667
[1] 118.4800 NA 118.4760 NA 118.4600 118.4367 118.4171 118.3810
[9] 118.3800 118.3689 118.3733 118.3600 118.3286 118.3471 118.3507 118.3667
[17] 118.3729 118.3700 118.3658 118.3383 118.3486 NA 118.3600 118.3600
[25] 118.3600 118.3633 NA 118.3600 NA 118.3575 118.3600 118.3850
[33] 118.4087 118.3980 118.4000 118.4014 118.4100 118.4029 118.3946 118.4000
[41] NA 118.4117 118.4108 118.4120 118.4087 118.4050 118.4157 118.4310
[49] 118.4407 118.4400 118.4240 118.4300 118.4250 118.4200 118.4150 118.4300
On 10/28/06, Leeds, Mark (IED) <[EMAIL PROTECTED]> wrote:
> this one is not a false alarm like my previous message.
>
> i have cut and paste the code below so if anyone could run it would be
> appreciated. basically,
> my question is why the horizontal axis of the acf plot is labelled with
> such huge numbers when
> the labels should be 1 through 10 since may lag.max = 10 ?
>
> i looked at the cdoe of acf but it was pretty much beyond me. i think it
> has something to
> do with the way the lag.max variable in the acf function is getting
> calculated.
>
> if i do aggfxdata<-as.ts(aggfxdata) before the call to acf, the same
> thing happens so the problem is not
> caused by the fact that aggfxdata is a zoo object. it's not such a big
> deal because i know the lags are actually 1 thoruh 10
> but if someone knows how to get them outputted on the horizontal axis of
> the acf plot, that would be great. thanks.
>
> also, just in case people are wondering , the aggfxdata structure below
> has been aggregated so that there are no duplicates so this is
> not the problem either.
>
> again, you would need the zoo and chron libraries installed for the code
> below to run.
>
> #-----------------------------------------------------------------------
> ------------------------------------------------------------------------
> ---------------------------------
>
> aggfxdata<-structure(c(118.48, 118.476, 118.46, 118.436666666667,
> 118.417142857143,
> 118.381, 118.38, 118.368888888889, 118.373333333333, 118.36,
> 118.328571428571, 118.347142857143, 118.350714285714, 118.366666666667,
> 118.372857142857, 118.37, 118.365833333333, 118.338333333333,
> 118.348571428571, 118.36, 118.36, 118.36, 118.363333333333, 118.36,
> 118.3575, 118.36, 118.385, 118.40875, 118.398, 118.4, 118.401428571429,
> 118.41, 118.402857142857, 118.394615384615, 118.4, 118.411666666667,
> 118.410833333333, 118.412, 118.40875, 118.405, 118.415714285714,
> 118.431, 118.440666666667, 118.44, 118.424, 118.43, 118.425,
> 118.42, 118.415, 118.43, 118.49, 118.486, 118.47, 118.453333333333,
> 118.43, 118.3965, 118.393333333333, 118.387777777778, 118.388333333333,
> 118.374615384615, 118.344285714286, 118.361428571429, 118.365,
> 118.38, 118.387142857143, 118.385, 118.378333333333, 118.353333333333,
> 118.364285714286, 118.375, 118.373333333333, 118.375, 118.378333333333,
> 118.37, 118.3775, 118.38, 118.3975, 118.41875, 118.41, 118.415,
> 118.418571428571, 118.421666666667, 118.415714285714, 118.403076923077,
> 118.42, 118.426666666667, 118.4275, 118.426, 118.42625, 118.42,
> 118.428571428571, 118.45, 118.457333333333, 118.4575, 118.44,
> 118.44, 118.44, 118.44, 118.44, 118.44), .Dim = c(50, 2), .Dimnames =
> list(
> c("1144713660", "1144713780", "1144713900", "1144713960",
> "1144714020", "1144714080", "1144714140", "1144714200",
> "1144714260",
> "1144714320", "1144714380", "1144714440", "1144714500",
> "1144714560",
> "1144714620", "1144714680", "1144714740", "1144714800",
> "1144714860",
> "1144714980", "1144715040", "1144715100", "1144715160",
> "1144715280",
> "1144715400", "1144715460", "1144715520", "1144715580",
> "1144715640",
> "1144715700", "1144715760", "1144715820", "1144715880",
> "1144715940",
> "1144716000", "1144716120", "1144716180", "1144716240",
> "1144716300",
> "1144716360", "1144716420", "1144716480", "1144716540",
> "1144716600",
> "1144716660", "1144716720", "1144716780", "1144716840",
> "1144716900",
> "1144716960"), c("bid", "ask")), index = structure(c(1144713660,
> 1144713780, 1144713900, 1144713960, 1144714020, 1144714080, 1144714140,
> 1144714200, 1144714260, 1144714320, 1144714380, 1144714440, 1144714500,
> 1144714560, 1144714620, 1144714680, 1144714740, 1144714800, 1144714860,
> 1144714980, 1144715040, 1144715100, 1144715160, 1144715280, 1144715400,
> 1144715460, 1144715520, 1144715580, 1144715640, 1144715700, 1144715760,
> 1144715820, 1144715880, 1144715940, 1144716000, 1144716120, 1144716180,
> 1144716240, 1144716300, 1144716360, 1144716420, 1144716480, 1144716540,
> 1144716600, 1144716660, 1144716720, 1144716780, 1144716840, 1144716900,
> 1144716960), class = c("POSIXt", "POSIXct")), class = "zoo")
>
> acf(aggfxdata[,"bid"],lag.max=10,plot=TRUE,na.action=na.pass)
>
>
> #-----------------------------------------------------------------------
> ------------------------------------------------------------------------
> --------------------------------------------
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