[Rd] bug in plot.acf (PR#8705)
murdoch at stats.uwo.ca
murdoch at stats.uwo.ca
Fri Mar 24 13:55:03 CET 2006
(Moved from r-devel to r-bugs)
On 3/24/2006 5:03 AM, Antonio, Fabio Di Narzo wrote:
> Hi all.
> There's a bug in plot.acf, when plotting acf for multivariate time series.
> Here a reproducible example:
>
> X <- rnorm(1000)
> Y <- -X + rnorm(1000, sd=0.6)
> Z <- cbind(X,Y)
>
> In
> acf(Z)
> cross-correlation plot y-axis is limited to 0-1. But:
> acf(Z, ylim=c(-1,1))
> shows that there was a negative correlation, that was cut away in the
> previous plot.
>
> I've seen the error is trivial. There's something like:
>
> for(each pair of univariate time series) {
> if(is.null(ylim)) {
> ...#set ylim properly
> }
> ...
> }
>
> in plot.acf code, so that in the first iteration the ylim par is properly
> set to about c(0,1), but in
> subsequent interations, ylim is no more NULL, and the old, unproper ylim
> specification
> remains.
Thanks for noticing this. It's easy to fix, but before I do, I'd like
an opinion on the proper fix. Should all the plots use the same ylim,
or in the case where it is unspecified, should they each choose their
own? I can see arguments for both possibilities.
Duncan Murdoch
>
> Antonio, Fabio Di Narzo.
>
> P.S. Sorry for not indicating exact source lines, but from this PC I don't
> have access to
> R sources...
>
> [[alternative HTML version deleted]]
>
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