[R] acf() plots of a data.frame: what meaning?

David Scott d.scott at auckland.ac.nz
Tue Oct 28 21:42:36 CET 2008

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-sreies.
> So what do the plots mean? I did not found a description in the
> help-page.

Well if you insist on supplying a dataframe to a function which accepts 
only a time series or numeric vector or matrix you are on your own. The 
help says:

x, y a univariate or multivariate (not ccf) numeric time series object or 
a numeric vector or matrix, or an "acf" object.

If you supply a multivariate object the help example: 
acf(ts.union(mdeaths, fdeaths))
shows that you get the individual acf plot and cross-correlation plots 
(for which you should be aware that order matters).

David Scott

David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics

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