[R] ACF values with confidence limits + Plot Extaction

Preetam Pal lordpreetam at gmail.com
Sun Mar 6 21:08:32 CET 2016


Thank you very much,Jean-Claude and Michael.

1> @Michael, your suggestion "plot = FALSE" only returns the estimated ACF
values, not the confidence limits at different lags. May be I am missing
something here.Do you know any way around for this?
2>@Jean-Claude, got it, thanks.

Regards,
Preetam

On Mon, Mar 7, 2016 at 1:03 AM, Jean-Claude Arbaut <arbautjc at gmail.com>
wrote:

> a <- as.ts(rnorm(20))
> png("acf.png")
> a.acf <- acf(a)
> dev.off()
>
> # to see what is available
> names(a.acf)
> unclass(a.acf)
>
>
> 2016-03-06 20:06 GMT+01:00 Preetam Pal <lordpreetam at gmail.com>:
> > Thanks, Michael. Appreciate it.
> > But suppose I go for the plot, how to extract it from R ... say, I want
> to
> > save it as a .png file.
> > Regards,
> > Preetam
> >
> > On Sun, Mar 6, 2016 at 3:39 PM, Michael Dewey <lists at dewey.myzen.co.uk>
> > wrote:
> >
> >> According to the documentation acf returns what you want. It also says
> >> that it returns it invisibly if plot = TRUE which I imagine is what you
> are
> >> doing.
> >>
> >> So try
> >>
> >> res <- acf(insert_parameters_here, plot = FALSE)
> >>
> >> and then look at res
> >>
> >>
> >>
> >> On 06/03/2016 07:40, Preetam Pal wrote:
> >>
> >>> Hi R-users,
> >>>
> >>> I have a time series of residuals and I want to get the ACF
> >>> (autocorrelation) values till lag = 12, along with the 12 upper/lower
> >>> confidence limits. I understand that acf(residual) would give me the
> plot,
> >>> but I will also need the actual values as an array etc. Plus, I'll
> have to
> >>> extract the plot from R as well. Is there a way to achieve these two?
> >>>
> >>> Appreciate your help.
> >>>
> >>> Regards,
> >>> Preetam
> >>>
> >>>         [[alternative HTML version deleted]]
> >>>
> >>> ______________________________________________
> >>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >>> 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.
> >>>
> >>>
> >> --
> >> Michael
> >> http://www.dewey.myzen.co.uk/home.html
> >>
> >
> >
> >
> > --
> > Preetam Pal
> > (+91)-9432212774
> > M-Stat 2nd Year,                                             Room No.
> N-114
> > Statistics Division,                                           C.V.Raman
> > Hall
> > Indian Statistical Institute,                                 B.H.O.S.
> > Kolkata.
> >
> >         [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > 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.
>



-- 
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.

	[[alternative HTML version deleted]]



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