[R] acf() plots of a data.frame: what meaning?

[David Scott]

On Tue, 28 Oct 2008, Oliver Bandel wrote:

> Hello,
>
> what is the meaning of the plots of an acf()-plot,
> when using a data frame as argument?
>
> The result is NOT obvious for me.
>
> There are combinations of the columns of a dataframe in the reulting
> plot.
> But an acf() is just defined for onyl one time-sreies.
> So what do the plots mean? I did not found a description in the
> help-page.
>
>

Well if you insist on supplying a dataframe to a function which accepts 
only a time series or numeric vector or matrix you are on your own. The 
help says:

x, y a univariate or multivariate (not ccf) numeric time series object or 
a numeric vector or matrix, or an "acf" object.

If you supply a multivariate object the help example: 
acf(ts.union(mdeaths, fdeaths))
shows that you get the individual acf plot and cross-correlation plots 
(for which you should be aware that order matters).

David Scott

_________________________________________________________________
David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics