[R] NaN with ccf() for vector with all same element

[Gabor Grothendieck]

The denominator holds the variance and since the variance is zero you
get that.  Calculate the covariance instead of the correlation:

ccf(x, y, plot = FALSE, type = "cov")




On 11/27/06, colliera at ukzn.ac.za <colliera at ukzn.ac.za> wrote:
> hello,
>
> i have been using ccf() to look at the correlation between lightning and electrogamnetic data. for the most part it has worked exactly as expected. however, i have come across something that puzzles me a bit:
>
> > x <- c(1, 0, 1, 0, 1, 0)
> > y <- c(0, 0, 0, 0, 0, 0)
> > ccf(x, x, plot = FALSE)
>
> Autocorrelations of series 'X', by lag
>
>    -4     -3     -2     -1      0      1      2      3      4
>  0.333 -0.500  0.667 -0.833  1.000 -0.833  0.667 -0.500  0.333
> > ccf(x, y, plot = FALSE)
>
> Autocorrelations of series 'X', by lag
>
>  -4  -3  -2  -1   0   1   2   3   4
> NaN NaN NaN NaN NaN NaN NaN NaN NaN
> > y <- c(1, 1, 1, 1, 1, 1)
> > ccf(x, y, plot = FALSE)
>
> Autocorrelations of series 'X', by lag
>
>  -4  -3  -2  -1   0   1   2   3   4
> NaN NaN NaN NaN NaN NaN NaN NaN NaN
>
> i don't see why the result from ccf() would be NaN if the elements of y are all the same... perhaps i am just being silly or missing something. but if i work this out by hand, then i get a proper result. so, why not with ccf()?
>
> thanks for the help!
>
> best regards,
> andrew.
>
> --
> Andrew B. Collier
>
> Space Physics Group
> Hermanus Magnetic Observatory
>
> Antarctic Research Fellow                                   tel: +27 31 2601157
> Space Physics Research Institute                            fax: +27 31 2616550
> University of KwaZulu-Natal, Durban, 4041, South Africa     gsm: +27 83 3813655
>
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