What does decimal lag point mean in PACF graph produced by R?

Question

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?

Read about the `frequency` argument in `?ts`. – Scortchi - Reinstate Monica Oct 20 '15 at 10:06 — Scortchi - Reinstate Monica, Oct 20 '15 at 10:06

score 6 · Accepted Answer · answered Oct 20 '15 at 10:01

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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 '15 at 10:01

Rob Hyndman

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score 0 · Answer 2 · edited Apr 04 '19 at 14:54

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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)

edited Apr 04 '19 at 14:54

gung - Reinstate Monica

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answered Nov 27 '17 at 05:49

Ankit Kamboj

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This does not answer the question. – Stephan Kolassa Nov 27 '17 at 08:38
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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 . – Ankit Kamboj Nov 28 '17 at 06:03

What does decimal lag point mean in PACF graph produced by R?

2 Answers2

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