[R] acf() and ccf() - acf() on a data-frame: so many plots...

Oliver Bandel oliver at first.in-berlin.de
Sun Oct 26 17:59:19 CET 2008


when using acf, there is a blue stripped line in the plot.
What is the meaning of it?

Another question on acf(): when I use adc() on a data-frame
it automatically creates a lot of seperated acf-plots.
But there are combinations of plots, which seem to be ccf()
and not acf(). Is this a "feature" or a "bug"? The plots are entitled
"ACF". But when there are ccf() plots also, then this should be
mentioned seperately in the plots.

When I have colums  "A" and "B" in the dataframe, then the plots will be
A & B
B & A

What is the meaning of those plots?

An ACF has only one timeseries, and only the CCF has two.
And so the plot's are strange to me.
Also I compared a CCF of both columns and it is different to any of the
acf() plot results.

So it seems to be something different.

Does the "&" mean a sum of both values or what?


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