Try:
<<*>>=
rev.matrix<-matrix(rnorm(40),10,4)
rev.acf<-apply(rev.matrix, 2, acf, na.action=na.contiguous, lag.max=12, plot=FALSE)
x.acf<-lapply(rev.acf,function(x) x[["acf"]][,,1])
matrix(unlist(x.acf),ncol=4)
output-start
Thu Apr 29 09:56:22 2004
[,1] [,2] [,3] [,4]
[1,] 1.00000000 1.000000000 1.00000000 1.00000000
[2,] -0.18009242 -0.066131687 -0.19268167 -0.25340270
[3,] -0.15442666 -0.342732543 -0.30959136 -0.11987720
[4,] 0.14785268 0.074751553 0.16748753 -0.16495692
[5,] -0.34024505 0.210414077 -0.03338385 0.25205651
[6,] -0.05562243 0.044047730 0.02971677 -0.05640866
[7,] 0.09955468 -0.358754179 -0.02301302 -0.11177397
[8,] 0.01609530 0.072731988 -0.16732203 -0.25562259
[9,] -0.04621386 -0.005510738 -0.13049985 0.23890998
[10,] 0.01309776 -0.128816203 0.15928749 -0.02892446
output-endBTW -- do not use the name t for a variable, parameter, etc. because there is a function t().
Peter Wolf
Murray Keir wrote:
I've created a dataframe containing multiple ACF lists through the command
rev.acf<-apply(rev.matrix, 2, acf, na.action=na.contiguous, lag.max=12, plot=FALSE)
where rev.matrix is an n by t matrix containing n time series in columns. I'd now like to pull out only the ACF information and store it in a seperate n by 12 matrix. So far the only way I can work out to access this is
rev.acf[["series1"]][["acf"]] rev.acf[["series2"]][["acf"]] etc
Is there some way I can do this automatically?
Thanks Murray
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