[R] ACF values with confidence limits + Plot Extaction

Jean-Claude Arbaut arbautjc at gmail.com
Sun Mar 6 20:33:30 CET 2016


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.



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