[R] labelling of horizontal axis in acf function
Leeds, Mark (IED)
Mark.Leeds at morganstanley.com
Sun Oct 29 02:16:12 CEST 2006
thanks gabor. It's appreciated. Another question to you and anyone else
who might be out there :
My version of R is :
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 2
minor 3.1
year 2006
month 06
day 01
svn rev 38247
language R
version.string Version 2.3.1 (2006-06-01)
And tonight was the first time I tried to run two interactive versions
of R at the same time ( on two different machines but I
Don't know if that matters. I can log into various machines ) :
An erroroccurs during the loading of my First.R function in the second
R session and it says
Error in dyn.load(x, as.logical(local), as.logical(now)) :
unable to load shared library
'/u/etlfs/dev/users/leedsmar/res/R/lib/chron/libs/chron.so':
/lib/i686/libc.so.6: version `GLIBC_2.3' not found (required by
/u/etlfs/dev/users/leedsmar/res/R/lib/chron/libs/chron.so)
Error: package/namespace load failed for 'chron'
But this is the first time this has ever happened so I'm thinking that
it must be due to trying to run two versions of R at the
Same time. The session does come up there but obviously my chron and
other libraries after that didn't get loaded.
Maybe it's not possible to use loibraries at the same time in two
different R sessions but I think I used to do this
Atleast when I used R in windows before. Thanks.
-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
Sent: Saturday, October 28, 2006 7:38 PM
To: Leeds, Mark (IED)
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] labelling of horizontal axis in acf function
Its because of the frequency. The lower the frequency number the higher
will be the numbers on the scale axis.
> as.ts(aggfxdata[,"bid"])
Time Series:
Start = 1144713660
End = 1144716960
Frequency = 0.0166666666666667
[1] 118.4800 NA 118.4760 NA 118.4600 118.4367 118.4171
118.3810
[9] 118.3800 118.3689 118.3733 118.3600 118.3286 118.3471 118.3507
118.3667
[17] 118.3729 118.3700 118.3658 118.3383 118.3486 NA 118.3600
118.3600
[25] 118.3600 118.3633 NA 118.3600 NA 118.3575 118.3600
118.3850
[33] 118.4087 118.3980 118.4000 118.4014 118.4100 118.4029 118.3946
118.4000
[41] NA 118.4117 118.4108 118.4120 118.4087 118.4050 118.4157
118.4310
[49] 118.4407 118.4400 118.4240 118.4300 118.4250 118.4200 118.4150
118.4300
On 10/28/06, Leeds, Mark (IED) <Mark.Leeds at morganstanley.com> wrote:
> this one is not a false alarm like my previous message.
>
> i have cut and paste the code below so if anyone could run it would be
> appreciated. basically, my question is why the horizontal axis of the
> acf plot is labelled with such huge numbers when the labels should be
> 1 through 10 since may lag.max = 10 ?
>
> i looked at the cdoe of acf but it was pretty much beyond me. i think
> it has something to do with the way the lag.max variable in the acf
> function is getting calculated.
>
> if i do aggfxdata<-as.ts(aggfxdata) before the call to acf, the same
> thing happens so the problem is not caused by the fact that aggfxdata
> is a zoo object. it's not such a big deal because i know the lags are
> actually 1 thoruh 10 but if someone knows how to get them outputted on
> the horizontal axis of the acf plot, that would be great. thanks.
>
> also, just in case people are wondering , the aggfxdata structure
> below has been aggregated so that there are no duplicates so this is
> not the problem either.
>
> again, you would need the zoo and chron libraries installed for the
> code below to run.
>
> #---------------------------------------------------------------------
> --
> ----------------------------------------------------------------------
> --
> ---------------------------------
>
> aggfxdata<-structure(c(118.48, 118.476, 118.46, 118.436666666667,
> 118.417142857143, 118.381, 118.38, 118.368888888889, 118.373333333333,
> 118.36, 118.328571428571, 118.347142857143, 118.350714285714,
> 118.366666666667, 118.372857142857, 118.37, 118.365833333333,
> 118.338333333333, 118.348571428571, 118.36, 118.36, 118.36,
> 118.363333333333, 118.36, 118.3575, 118.36, 118.385, 118.40875,
> 118.398, 118.4, 118.401428571429, 118.41, 118.402857142857,
> 118.394615384615, 118.4, 118.411666666667, 118.410833333333, 118.412,
> 118.40875, 118.405, 118.415714285714, 118.431, 118.440666666667,
> 118.44, 118.424, 118.43, 118.425, 118.42, 118.415, 118.43, 118.49,
> 118.486, 118.47, 118.453333333333, 118.43, 118.3965, 118.393333333333,
> 118.387777777778, 118.388333333333, 118.374615384615,
> 118.344285714286, 118.361428571429, 118.365, 118.38, 118.387142857143,
> 118.385, 118.378333333333, 118.353333333333, 118.364285714286,
> 118.375, 118.373333333333, 118.375, 118.378333333333, 118.37,
> 118.3775, 118.38, 118.3975, 118.41875, 118.41, 118.415,
> 118.418571428571, 118.421666666667, 118.415714285714,
> 118.403076923077, 118.42, 118.426666666667, 118.4275, 118.426,
> 118.42625, 118.42, 118.428571428571, 118.45, 118.457333333333,
> 118.4575, 118.44, 118.44, 118.44, 118.44, 118.44, 118.44), .Dim =
> c(50, 2), .Dimnames = list(
> c("1144713660", "1144713780", "1144713900", "1144713960",
> "1144714020", "1144714080", "1144714140", "1144714200",
> "1144714260",
> "1144714320", "1144714380", "1144714440", "1144714500",
> "1144714560",
> "1144714620", "1144714680", "1144714740", "1144714800",
> "1144714860",
> "1144714980", "1144715040", "1144715100", "1144715160",
> "1144715280",
> "1144715400", "1144715460", "1144715520", "1144715580",
> "1144715640",
> "1144715700", "1144715760", "1144715820", "1144715880",
> "1144715940",
> "1144716000", "1144716120", "1144716180", "1144716240",
> "1144716300",
> "1144716360", "1144716420", "1144716480", "1144716540",
> "1144716600",
> "1144716660", "1144716720", "1144716780", "1144716840",
> "1144716900",
> "1144716960"), c("bid", "ask")), index = structure(c(1144713660,
> 1144713780, 1144713900, 1144713960, 1144714020, 1144714080,
> 1144714140, 1144714200, 1144714260, 1144714320, 1144714380,
> 1144714440, 1144714500, 1144714560, 1144714620, 1144714680,
> 1144714740, 1144714800, 1144714860, 1144714980, 1144715040,
> 1144715100, 1144715160, 1144715280, 1144715400, 1144715460,
> 1144715520, 1144715580, 1144715640, 1144715700, 1144715760,
> 1144715820, 1144715880, 1144715940, 1144716000, 1144716120,
> 1144716180, 1144716240, 1144716300, 1144716360, 1144716420,
> 1144716480, 1144716540, 1144716600, 1144716660, 1144716720,
> 1144716780, 1144716840, 1144716900, 1144716960), class = c("POSIXt",
> "POSIXct")), class = "zoo")
>
> acf(aggfxdata[,"bid"],lag.max=10,plot=TRUE,na.action=na.pass)
>
>
> #---------------------------------------------------------------------
> --
> ----------------------------------------------------------------------
> --
> --------------------------------------------
> --------------------------------------------------------
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