[英]Lags of an ACF plot using ggplot2
I am trying to produce acf
plots using ggplot2
. 我正在尝试使用ggplot2
生成acf
图。 My code is as follows: 我的代码如下:
library(ggplot2)
x = lh
conf.level = 0.95
ciline = qnorm((1 - conf.level)/2)/sqrt(length(x))
bacf = acf(x, plot = FALSE)
bacfdf = with(bacf, data.frame(lag, acf))
ggplot(data=bacfdf, mapping=aes(x=lag, y=acf)) +
geom_bar(stat="identity", position = "identity") +
ggtitle("Orders")
With this I am able to produce a ggplot2
acf
plot of autocorrelations with lags that range from zero up to 20. 有了这个,我能够产生一个自相关的ggplot2
acf
图,其滞后范围从零到20。
How can I edit this to have ggplot2
plot lags ranging from -10 through 10 instead? 我如何编辑它以使ggplot2
绘图滞后从-10到10不等?
I essentially used the code from this source to come up with my code posted above: http://ask.programmershare.com/387_17805747/ 我本质上使用了来自此来源的代码来提出上面发布的代码: http : //ask.programmershare.com/387_17805747/
Autocorrelation function for lag = 1 is calculated as 滞后= 1的自相关函数 计算为
mx <- mean(x)
sum((x[1:(N-1)] - mx)*(x[2:N] - mx)) / sum((x-mx)^2)
for lag = -1 the only thing that would change is x[1:(N-1)]
and x[2:N]
changing their places. 对于滞后= -1,唯一会改变的是x[1:(N-1)]
和x[2:N]
更改其位置。 It is symmetric , so comparing x[t]
with x[th]
is the same as x[t+h]
with x[t]
, because the idea is to compare t -th value with another value that is distant by h steps. 它是对称的 ,因此将x[t]
与x[th]
比较与x[t+h]
与x[t]
进行比较是相同的,因为其思想是将第t个值与另一个相距h个步长的值进行比较。
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