2006/3/24, maechler@stat.math.ethz.ch <maechler@stat.math.ethz.ch>:
>
> >>>>> "Duncan" == Duncan Murdoch <murdoch@stats.uwo.ca>
> >>>>>     on Fri, 24 Mar 2006 13:55:03 +0100 (CET) writes:
>
>     Duncan> (Moved from r-devel to r-bugs)
>     Duncan> 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.
>
>     Duncan> Thanks for noticing this.  It's easy to fix, but
>     Duncan> before I do, I'd like an opinion on the proper fix.
>     Duncan> Should all the plots use the same ylim, or in the
>     Duncan> case where it is unspecified, should they each
>     Duncan> choose their own?  I can see arguments for both
>     Duncan> possibilities.
>
>     Duncan> Duncan Murdoch
>
> I'd vote for the first one, a common y-scale.
> Only that is also consistent with the behavior of explicitly
> speficied 'ylim'.
>
> Martin


This sounds to me to be the best, also for visual comparison of multiple
plots at once (having them all on the same screen...).
Antonio, Fabio Di Narzo.


    >>
>     >> 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...
>
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