[R] acf.plot() question

From: DeBarr, Dave <debarr_at_mitre.org>
Date: Mon 10 Oct 2005 - 11:43:40 EST


When I run the "acf()" function using the "acf(ts.union(mdeaths, fdeaths))" example, the "acf()" function calls the "acf.plot()" function to generate this plot...
http://members.cox.net/ddebarr/images/acf_example.png

The plot in the lower right-hand corner is labeled "fdeaths & mdeaths", but the negative lags appear to belong to "mdeaths & fdeaths" [which correspond to the positive lags of "fdeaths & mdeaths"].

Am I missing something, or should the plot in the lower right-hand corner be labeled "mdeaths & fdeaths" (instead of "fdeaths & mdeaths")?

Note: The unit of measure for the lags is years.

> autocorrelation <- function(x, y, lags) {

+     n <- length(x)
+     x.bar <- mean(x)
+     y.bar <- mean(y)
+     c <- array(0, length(lags))
+     i <- 1
+     for (t in lags) {
+         s <- seq(max(1, 1 - t), min(n - t, n))
+         c[i] <- sum((x[s + t] - x.bar) * (y[s] - y.bar)) / n
+         i <- i + 1
+     }
+     x.sd <- sqrt(sum((x - x.bar) ^ 2) / n)
+     y.sd <- sqrt(sum((y - y.bar) ^ 2) / n)
+     return(c / (x.sd * y.sd))
+ }

> autocorrelation(mdeaths, fdeaths, -15:15)
 [1]  0.015054983  0.365626026  0.615427121  0.708206289  0.621895801
 [6]  0.340005447 -0.024534195 -0.381671430 -0.611793479 -0.677803477

[11] -0.604031174 -0.349468396 0.019759425 0.405200639 0.744309322
[16] 0.976241251 0.735668532 0.364241839 -0.010675725 -0.382920620
[21] -0.622386979 -0.688538519 -0.610583980 -0.383338305 -0.018112073
[26] 0.391983088 0.656592111 0.721397236 0.639104375 0.361352626
[31] -0.003385423

> autocorrelation(fdeaths, mdeaths, -15:15)
 [1] -0.003385423  0.361352626  0.639104375  0.721397236  0.656592111
 [6]  0.391983088 -0.018112073 -0.383338305 -0.610583980 -0.688538519

[11] -0.622386979 -0.382920620 -0.010675725 0.364241839 0.735668532
[16] 0.976241251 0.744309322 0.405200639 0.019759425 -0.349468396
[21] -0.604031174 -0.677803477 -0.611793479 -0.381671430 -0.024534195
[26] 0.340005447 0.621895801 0.708206289 0.615427121 0.365626026
[31] 0.015054983


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