我输出了一系列
acf
结果和想要提取的只是滞后1的自相关系数。谁能给我一个快速的指示?非常感谢。
#A snippet of a series of acf() results
$`25`
Autocorrelations of series âxâ, by lag
0 1 2 3 4 5 6 7 8 9 10 11 12
1.000 0.366 -0.347 -0.399 -0.074 0.230 0.050 -0.250 -0.213 -0.106 0.059 0.154 0.031
$`26`
Autocorrelations of series âxâ, by lag
0 1 2 3 4 5 6 7 8 9 10 11
1.000 0.060 0.026 -0.163 -0.233 -0.191 -0.377 0.214 0.037 0.178 -0.016 0.049
$`27`
Autocorrelations of series âxâ, by lag
0 1 2 3 4 5 6 7 8 9 10 11 12
1.000 -0.025 -0.136 0.569 -0.227 -0.264 0.218 -0.262 -0.411 0.123 -0.039 -0.192 0.130
#For this example, the extracted values will be 0.366, 0.060, -0.025, the values can either
be in a list or matrix
编辑
#`acf` in base R was used
p <- acf.each()
#sapply was tried but it resulted this
sapply(acf.each(), `[`, "1")
1 2 3
acf 0.7398 0.1746 0.4278
type "correlation" "correlation" "correlation"
n.used 24 17 14
lag 1 1 1
series "x" "x" "x"
snames NULL NULL NULL
