When I plot PACF graph of my data it is giving decimal numbers on X-axis. What does that mean?
0.08 lag dos it imply it depends on 0.08th segment of the day?
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2 Answers
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The scale of the horizontal-axis is in terms of complete seasonal periods. It looks like you might have daily data with a seasonal period of 365. So the horizontal axis is in terms of years. 0.08 lags means 0.08 years, or equivalently 0.08*365=29 days.
answered Oct 20, 2015 at 10:01
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Let us suppose you are finding out the pacf for the time-series, series_x. Just write: pacf(series_x[1:length(series_x)]). That will give the lags in integers.
If you need to find the cross correlation between the two series, where time-series_x is series_x and time-series_y is series_y, (note that the length of series_x must be equal to the length of series_y) just write:
library(forecast)
fit <- auto.arima(series_x)
yhat <- residuals(Arima(series_y, model=fit))
res <- ccf(fit$residuals[1:nrow(series_x)], yhat[1:nrow(series_y)],
lag.max=12, type=c("correlation","covariance"), plot=TRUE)
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$\begingroup$ This does not answer the question. $\endgroup$ Commented Nov 27, 2017 at 8:38
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1$\begingroup$ Thanks Stephan for your suggestions , the first answer here has well explained the solution of the problem . I have just extended to that if someone wants integer lags in pacf and ccf plots . $\endgroup$ Commented Nov 28, 2017 at 6:03
frequencyargument in?ts. $\endgroup$