[R] acf function

2010-09-26 Thread andre bedon

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 computation?

This is some of my code:

 

 acf.data-c(acf(x))
 acf.data

 

This is the R output:

 

$acf
, , 1

  [,1]
 [1,]  1.0
 [2,]  0.746183669
 [3,]  0.551217818
 [4,]  0.414995408
 [5,]  0.313840795
 [6,]  0.232915721
 [7,]  0.173752145
 [8,]  0.130249718
 [9,]  0.089901832
[10,]  0.057342951
[11,]  0.030612095
[12,]  0.000951186
[13,] -0.021288467
[14,] -0.042727988
[15,] -0.055278855
[16,] -0.064782705
[17,] -0.067162534


$type
[1] correlation

$n.used
[1] 50

$lag
, , 1

  [,1]
 [1,]0
 [2,]1
 [3,]2
 [4,]3
 [5,]4
 [6,]5
 [7,]6
 [8,]7
 [9,]8
[10,]9
[11,]   10
[12,]   11
[13,]   12
[14,]   13
[15,]   14
[16,]   15
[17,]   16


$series
[1] x

$snames
NULL

 

I need just the $acf values. How do I access them? I would really appreciate 
any advice. Thankyou.

 

Regards,

 

Andre


 

 
  
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Re: [R] acf function

2010-09-26 Thread Theresa Csar

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 computation?

This is some of my code:

 

  

acf.data-c(acf(x))
acf.data



 


This is the R output:

 


$acf
, , 1

  [,1]
 [1,]  1.0
 [2,]  0.746183669
 [3,]  0.551217818
 [4,]  0.414995408
 [5,]  0.313840795
 [6,]  0.232915721
 [7,]  0.173752145
 [8,]  0.130249718
 [9,]  0.089901832
[10,]  0.057342951
[11,]  0.030612095
[12,]  0.000951186
[13,] -0.021288467
[14,] -0.042727988
[15,] -0.055278855
[16,] -0.064782705
[17,] -0.067162534


$type
[1] correlation

$n.used
[1] 50

$lag
, , 1

  [,1]
 [1,]0
 [2,]1
 [3,]2
 [4,]3
 [5,]4
 [6,]5
 [7,]6
 [8,]7
 [9,]8
[10,]9
[11,]   10
[12,]   11
[13,]   12
[14,]   13
[15,]   14
[16,]   15
[17,]   16


$series
[1] x

$snames
NULL

 


I need just the $acf values. How do I access them? I would really appreciate 
any advice. Thankyou.

 


Regards,

 


Andre


 

 
 		 	   		  
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and provide commented, minimal, self-contained, reproducible code.




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[R] acf function

2008-05-08 Thread Irene Mantzouni
Dear all, 

 

I have an annual time-series of population numbers and I would like to
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array, eg:

 

Autocorrelations of series 'x$log.s.r', by lag

 

 0  1  2  3  4  5  6  7  8  9
10 11 12 

 1.000  0.031 -0.171 -0.451  0.021  0.070  0.238 -0.079 -0.046  0.006
0.188 -0.134 -0.016 

13 14 15 

-0.153  0.146  0.096

 

 gives the auto-correlation at lags 1, 2 Is that right? 

 

Thank you!


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and provide commented, minimal, self-contained, reproducible code.


[R] acf function

2008-05-08 Thread Irene Mantzouni
Dear all, 
 
 
I have an annual time-series of population numbers and I would like to
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array
produced by this functions gives the auto-correlation at lags 1, 2
Is that right? 
 
 
 
Thank you!

 


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and provide commented, minimal, self-contained, reproducible code.


Re: [R] acf function

2008-05-08 Thread Christofer
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
estimate the auto-correlation. Can I use acf() function and judge
whether auto-correlation is significant by the plots? The acf array, eg:

 

Autocorrelations of series 'x$log.s.r', by lag

 

 0  1  2  3  4  5  6  7  8  9
10 11 12 

 1.000  0.031 -0.171 -0.451  0.021  0.070  0.238 -0.079 -0.046  0.006
0.188 -0.134 -0.016 

13 14 15 

-0.153  0.146  0.096

 

 gives the auto-correlation at lags 1, 2 Is that right? 

 

Thank you!


[[alternative HTML version deleted]]

__
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.

__
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.