[R] plot acf of several timeseries

[Gabor Grothendieck]

Try this:

lapply(names(tslist), function(nm) acf(tslist[[nm]], main = nm))


On 4/28/06, Ulf Mehlig <ulf.mehlig at gmx.net> wrote:
> 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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