[R] acf

[Joris Meys]

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

Autocorrelations of series ‘residfit’, by lag

     0      1      2      3      4      5      6      7      8      9
   10     11     12     13     14     15     16
 1.000 -0.015  0.010  0.099  0.048 -0.014 -0.039 -0.019  0.040  0.018
0.042  0.078 -0.029  0.028 -0.016 -0.021 -0.109
    17     18     19     20     21     22     23     24     25
 0.000 -0.038 -0.006  0.015 -0.032 -0.002  0.014 -0.226 -0.030

Could you please check where the object acfresidfit is coming from and
how you generated it?
Cheers
Joris

On Tue, Jul 6, 2010 at 9:47 AM, nuncio m <nuncio.m at gmail.com> wrote:
> Hi list,
>          I have the following code to compute the acf of a time series
> acfresid <- acf(residfit), where residfit is the series
> when I type acfresid at the prompt the follwoing is displayed
>
> Autocorrelations of series ‘residfit’, by lag
>
> 0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333
>
>  1.000 -0.015  0.010  0.099  0.048 -0.014 -0.039 -0.019  0.040  0.018  0.042
>
> 0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 1.5000 1.5833 1.6667 1.7500
>
>  0.078 -0.029  0.028 -0.016 -0.021 -0.109  0.000 -0.038 -0.006  0.015 -0.032
>
> 1.8333 1.9167 2.0000 2.0833
> -0.002  0.014 -0.226 -0.030
> Residfit is a timeseries object at monthly interval (0.0833), Here I
> understand R computed the correlation at lags 0 to 2 years.
>
> What is surprising to me is
> if I type acfresidfit at the prompt the following is displayed
>
> Autocorrelations of series ‘residfit’, by lag
>
>     0      1      2      3      4      5      6      7      8      9     10
>
>  1.000 -0.004  0.011  0.041 -0.056  0.019 -0.052 -0.027 -0.008 -0.012 -0.034
>
>    11     12     13     14     15     16     17     18     19     20     21
>
>  0.024 -0.005  0.006 -0.045  0.031 -0.035 -0.011 -0.021 -0.020 -0.010 -0.007
>
>    22     23     24     25
> -0.038  0.017  0.051  0.038
> >From the header I understand both are autocorrelation computed at the same
> lags. but the correlations are different
>
> where am I going wrong and which is the correct one.
>
> file residfit is also attached(filename-fileree2_test_out.txt)
> Thanks
> nuncio
> --
> Nuncio.M
> Research Scientist
> National Center for Antarctic and Ocean research
> Head land Sada
> Vasco da Gamma
> Goa-403804
>
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>



-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys at Ugent.be
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