[R] plots of ACF

Gerard M. Keogh GMKeogh at justice.ie
Tue Nov 25 13:14:59 CET 2008


look carefully at the acf again and increase the lag.
Lags outside the envelope indicate differencing may be necessary.
If the data are "seasonal" you could be seeing a cycle with period 8 -
you'll see alias peaks at 16 and 24; ideally plot the periodiogram which
will show spikes at these frequencies.
If it's not cyclic and these acf's persist or decay very slowwly you
probably have a long-menory effect.

gerard keogh

             Sara Mouro                                                    
             <sara at gmesintra.c                                             
             om>                                                        To 
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                                       [R] plots of ACF                    
             21/11/2008 16:45                                              


I have one Model (M3) fitted using the lme package, and I have
checked the correlation structure of within-group errors using

plot(ACF (M3,maxLag=10),alpha=0.05)

But now I am not sure how to interpret this plot for the empirical
autocorrelation function.

The problem is that I am used to see/interpret diagrams in which all
the autocorrelation Lags, except lag-1, are inside the confidence
envelopes, or those plots where only Lags 1 and 2 are outside those

But how should I interpret my ACF plot, where Lags 1, 7, 8 and 9, are
those outside those envelopes?

Is there any correlation structure?
Which one might that be? AR1()?

Also, I have used the plot of the empirical ACF of the normalized
residuals, but it gives exactly the same results.

Could you please help me?

Best regards
Sara Mouro

Sara Maltez Mouro

Centro de Ecologia Funcional
Departamento de Botânica
Universidade de Coimbra

sara at gmesintra.com

Sara Maltez Mouro

Centro de Ecologia Funcional
Departamento de Botânica
Universidade de Coimbra

sara at gmesintra.com

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