When I plot PACF graph of my data it is giving decimal numbers on X-axis. What does that mean?
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)