我想以这样的方式绘制互相关图(ccf())，即每个高于+0.07或低于-0.07的滞后都应该涂成绿色。我的示例和我现在生成的图显示在以下文本中。 我们将非常感谢您的每一次帮助。
我有 2 个时间序列:
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对于这个数据集，我想运行互相关分析，这是通过使用 ccf() 完成的:
m=500
k=50
ccf(panel.first =c(abline(v=seq(-m, m, by=k), col="gray"),abline(v=0, col="red")),
MU_Diff1_ten,IBM_Diff1_ten,lag.max =m,ylab="MU-IBM(10 Min.)",main="",xaxt="n",xlab="")
情节如下:
现在，我想用绿色绘制跨越 +- 0.07 边界间隔的每个滞后。怎么做 ？？感谢您的帮助。
最佳答案
解决方案不是使用 ccf 函数来绘制 CCF，而是将其输出保存在变量中并对其使用 plot。
例如
# Note plot=0 to prevent graphical output
my.ccf <- ccf(MU_Diff1_ten, IBM_Diff1_ten, lag.max=m, plot=0)
ccf.color <- ifelse(my.ccf$acf>0.07 | my.ccf$acf < -0.07 ,
"green", "black")
plot(my.ccf$lag, my.ccf$acf, t="h", col=ccf.color, lwd=1.5,
las=1, xlab="", ylab="CCF")
abline(v=seq(-m, m, by=k), col="gray")
abline(v=0, col="red")
关于r - 如何将 ccf () 图中值高于 0.07 或低于 -0.07 的每一列涂成绿色？，我们在Stack Overflow上找到一个类似的问题： https://stackoverflow.com/questions/25239993/