User talk:Jrmanning

Welcome to Wikimedia Commons, Jrmanning!

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Acf_new.svg generated for autocorrelation

Hi Jeremy,

I had a problem replicating the figure you posted for the wikipage of Autocorrelation. You posted a R code that generates the figure.

.

................................................................

library(RSvgDevice)

x <- rnorm(100) + sin(2*pi*1:100/10)

devSVG("acf.pdf", width=3, height=4)

par(mfrow=c(2,1), mar=c(3.5, 3.5, 0.5, 0.5), mgp=c(2, 0.8, 0), cex=.7)

plot(x, type="o", col="blue", main=NA)

acf(x, 100, main=NA)

dev.off()

................................................................

So the data in the above figure in Acf_new.svg is 100 random numbers sampled from normal distribution plus a sine function. I then calculated the auto-correlation of these 100 numbers. But my figure is different from the below figure in Acf_new.svg. Sin function can be revealed but auto-correlation is not decaying to zero as Acf_new.svg showed.

Then I started to doubt the acf() function. Is it equivalent with the formula given in the section of Estimation (4th section) in the same wiki page?

Thanks!

--Jlmiao (talk) 22:58, 17 September 2016 (UTC)