On Mon, 27 Nov 2006, [EMAIL PROTECTED] wrote: > hello, > > i have been using ccf() to look at the correlation between lightning and > electrogamnetic data. for the most part it has worked exactly as > expected. however, i have come across something that puzzles me a bit: > >> x <- c(1, 0, 1, 0, 1, 0) >> y <- c(0, 0, 0, 0, 0, 0) >> ccf(x, x, plot = FALSE) > > Autocorrelations of series 'X', by lag > > -4 -3 -2 -1 0 1 2 3 4 > 0.333 -0.500 0.667 -0.833 1.000 -0.833 0.667 -0.500 0.333 >> ccf(x, y, plot = FALSE) > > Autocorrelations of series 'X', by lag > > -4 -3 -2 -1 0 1 2 3 4 > NaN NaN NaN NaN NaN NaN NaN NaN NaN >> y <- c(1, 1, 1, 1, 1, 1) >> ccf(x, y, plot = FALSE) > > Autocorrelations of series 'X', by lag > > -4 -3 -2 -1 0 1 2 3 4 > NaN NaN NaN NaN NaN NaN NaN NaN NaN > > i don't see why the result from ccf() would be NaN if the elements of y > are all the same... perhaps i am just being silly or missing something. > but if i work this out by hand, then i get a proper result. so, why not > with ccf()?
How do you get a non-zero value for the variance of y? Dividing zero by zero is NaN, and that is what is happening here. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
