[R] plot acf of several timeseries
Ulf Mehlig
ulf.mehlig at gmx.net
Fri Apr 28 15:34:21 CEST 2006
Hello r-help,
I have a couple of time-series of different length and I would like to
produce a simple overview plot showing the autocorrelation functions of
the series. The time-series are stored in a dataframe like this:
> test.data
item year value
1 xxx 1961 -1.09
2 xxx 1962 0.21
3 xxx 1963 -0.81
[trimmed]
8 yyy 1959 1.12
9 yyy 1960 1.44
10 yyy 1961 -1.97
[trimmed]
I transformed them to a list of ts-objects and did the plotting via
lapply():
> tslist <- by(test.data, test.data$item,
function(x) ts(x$value, start=min(x$year), end=max(x$year)) )
> par(mfcol=c(length(tslist), 1))
> lapply(tslist, acf)
Is there a possibility to adapt the procedure so that the name of
"item" ('xxx', 'yyy', ...) is printed as title of each acf plot? I am
sure that there are better ways to produce this type of plot ... do you
have suggestions?
Many thanks, Ulf
--
Ulf Mehlig <ulf.mehlig at gmx.net>
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