There is a couple of lines in R
documentation of acf function.
i a set of lags (time differences) to retain.
j a set of series (names or numbers) to retain.
What do they mean and how to use them? I see no relevant example in docs.
(I though that it should be as simple as acf(time_series, i=c(1,2,4,7))
but it throws warning messages and doesn't affect the output.)
example:
time_series = rnorm(100)
acf(time_series, i=c(1,2,4,7))
# There were 12 warnings (...)
# In plot.window(...) : "i" is not a graphical parameter
# ...
There are 3 methods suggested for acf
(Extract
, plot
and print
)
methods(class = acf)
#[1] [ plot print
The S3 method for the Extraction ([
) source code returns and it is a starred one
grep("acf", methods("["), value = TRUE)
#[1] "[.acf"
getAnywhere('[.acf')
function (x, i, j)
{
if (missing(j))
j <- seq_len(ncol(x$lag))
ii <- if (missing(i))
seq_len(nrow(x$lag))
else match(i, x$lag[, 1, 1], nomatch = NA_integer_)
x$acf <- x$acf[ii, j, j, drop = FALSE]
x$lag <- x$lag[ii, j, j, drop = FALSE]
x
}
Thus, the i
, and j
is based on the Extraction