（添加了xts和zoo标签，因为我看不到特定的基于r的时间序列标签）
我正在研究时滞和相关的概念，并了解了acf（）函数，该函数通过不同的时间索引计算变量滞后的变量的相关性。
我有一个数据框，其中包含一个感兴趣的数字变量以及一个日期字段。使用dplyr :: group_by我能够按日期对数据进行分组，创建时间序列对象并计算acf()：
> str(example_data)
An ‘xts’ object on 2016-08-06/2016-12-31 containing:
Data: num [1:135, 1] 314.2 166.2 99.8 167 141.4 ...
Indexed by objects of class: [Date] TZ: UTC
xts Attributes:
NULL
>
acf(example_data, lag.max = 5, plot = F)
Autocorrelations of series ‘ts_pdata’, by lag
0 1 2 3 4 5
1.000 0.436 0.228 0.216 0.325 0.430
到目前为止一切顺利。 这些相关性似乎不是很强，我想更多地探索我的数据，看看是否有任何特定的段确实具有更强的自相关性。
我的原始数据框有很多功能。这是一瞥：
> glimpse(pdata)
Observations: 48,084
Variables: 14
$ notid <chr> "1", "2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13", "14"...
$ ADR <dbl> 71.0600, 76.5600, 153.8800, 126.6000, 115.0800, 81.6000, 77.1600, 168.360...
$ hotel_id <dbl> 297388, 298322, 2313076, 2240838, 2240838, 331350, 782884, 2313076, 23252...
$ city_id <dbl> 9395, 9395, 9395, 9395, 9395, 9395, 9395, 9395, 9395, 9395, 9395, 9395, 9...
$ star_rating <dbl> 2.5, 3.0, 5.0, 3.5, 3.5, 3.0, 3.0, 5.0, 2.0, 3.0, 4.0, 2.0, 3.0, 2.0, 3.0...
$ accommodation_type_name <chr> "Hotel", "Hotel", "Hotel", "Hotel", "Hotel", "Hotel", "Hotel", "Hotel", "...
$ chain_hotel <chr> "non-chain", "non-chain", "chain", "non-chain", "non-chain", "non-chain",...
$ booking_date <date> 2016-08-02, 2016-08-02, 2016-08-02, 2016-08-04, 2016-08-04, 2016-08-04, ...
$ checkin_date <date> 2016-10-01, 2016-10-01, 2016-10-01, 2016-10-02, 2016-10-02, 2016-10-03, ...
$ checkout_date <date> 2016-10-02, 2016-10-02, 2016-10-02, 2016-10-03, 2016-10-03, 2016-10-05, ...
$ city <chr> "A", "A", "A", "A", "A", "A", "A", "A", "A", "A", "A", "A", "A", "A", "A"...
特别感兴趣的是：
unique(example_data$accommodation_type_name)
[1] "Hotel" "Serviced Apartment" "Hostel"
[4] "Guest House / Bed & Breakfast" "Motel" "Apartment"
[7] "Resort" "Ryokan" "Resort Villa"
[10] "Private Villa" "Bungalow" "Villa"
[13] "Holiday Park / Caravan Park" "Capsule Hotel" "Love Hotel"
[16] "Home"
unique(example_data$star_rating)
[1] 2.5 3.0 5.0 3.5 2.0 4.0 4.5 1.5 0.0 1.0
其他变量也值得探讨。我可以为每个细分创建一个新的数据框，转换为时间序列，然后计算acf()，例如在A市的酒店有4星评级：
ts_pdata <- example_data %>% filter(star_rating == 4, accommodation_type_name == "Hotel") %>%
group_by(booking_date) %>%
summarize(Avg_ADR = mean(ADR)) %>%
arrange(booking_date)
ts_pdata <- xts(ts_pdata$Avg_ADR, ts_pdata$booking_date)
acf(ts_pdata, lag.max = 5)
我想知道是否有更有效的方法来做到这一点。换句话说，如果我想在星级评定和城市的每个独特组合中使用acf()探索自动关联，是否有更复杂的解决方案为每次细分创建新的过滤时间序列对象？
以下是一些示例数据：
example_data: <- structure(list(booking_date = structure(c(17102, 17127, 17125,
17019, 17074, 17150, 17098, 17130, 17153, 17089, 17082, 17081,
17074, 17075, 17095, 17159, 17121, 17110, 17081, 17164, 17054,
17149, 17076, 17129, 17125, 17080, 17128, 17141, 17099, 17132,
17136, 17153, 17104, 17120, 17122, 17146, 17094, 17113, 17072,
17072, 17121, 17041, 17120, 17082, 17132, 17076, 17115, 17082,
17097, 17124, 17102, 17117, 17097, 17112, 17083, 17097, 17130,
17077, 17130, 17107, 17151, 17041, 17116, 17076, 17155, 17122,
17100, 17159, 17077, 17074, 17160, 17123, 17038, 17073, 17088,
17038, 17102, 17068, 17157, 17097, 17142, 17072, 17125, 17085,
17149, 17163, 17123, 17144, 17127, 17138, 17141, 17042, 17127,
17061, 17079, 17116, 17141, 17076, 17122, 17045, 17120, 17103,
17056, 17055, 17110, 17115, 17077, 17084, 17098, 17150, 17096,
17099, 17058, 17041, 17072, 17131, 17077, 17130, 17096, 17089,
17065, 17104, 17112, 17139, 17049, 17066, 17129, 17156, 17098,
17106, 17080, 17074, 17109, 17122, 17125, 17079, 17072, 17151,
17076, 17079, 17107, 17159, 17118, 17083, 17149, 17164, 17146,
17104, 17064, 17101, 17113, 17086, 17119, 17132, 17117, 17130,
17118, 17126, 17113, 17107, 17069, 17146, 17065, 17107, 17158,
17093, 17154, 17149, 17154, 17073, 17072, 17142, 17093, 17093,
17087, 17122, 17038, 17086, 17156, 17088, 17091, 17135, 17075,
17047, 17054, 17160, 17141, 17102, 17095, 17097, 17094, 17137,
17078, 17046, 17126, 17139, 17092, 17118, 17134, 17092, 17124,
17083, 17138, 17077, 17123, 17149, 17077, 17154, 17150, 17081,
17133, 17160, 17035, 17163, 17101, 17127, 17082, 17156, 17131,
17099, 17125, 17069, 17086, 17108, 17074, 17131, 17082, 17088,
17133, 17038, 17098, 17141, 17132, 17143, 17137, 17130, 17081,
17150, 17123, 17073, 17102, 17153, 17062, 17150, 17090, 17127,
17135, 17066, 17108, 17141, 17119, 17073, 17125, 17077, 17125,
17059, 17080, 17037, 17062, 17142, 17150, 17098, 17119, 17092,
17067, 17137, 17095, 17146, 17150, 17104, 17110, 17058, 17126,
17089, 17101, 17099, 17160, 17086, 17085, 17092, 17091, 17140,
17134, 17041, 17100, 17095, 17086, 17114, 17136, 17079, 17044,
17074, 17073, 17064, 17122, 17108, 17142, 17134, 17122, 17109,
17112, 17065, 17135, 17057, 17141, 17144, 17148, 17111, 17079,
17102, 17061, 17100, 17110, 17118, 17141, 17110, 17030, 17132,
17107, 17099, 17147, 17109, 17110, 17120, 17129, 17067, 17076,
17111, 17103, 17076, 17158, 17106, 17083, 17136, 17132, 17119,
17126, 17070, 17135, 17140, 17162, 17041, 17043, 17129, 17103,
17037, 17119, 17144, 17101, 17076, 17077, 17096, 17080, 17079,
17101, 17057, 17121, 17093, 17069, 17136, 17082, 17111, 17042,
17126, 17088, 17166, 17078, 17086, 17096, 17074, 17120, 17085,
17117, 17144, 17096, 17106, 17100, 17090, 17098, 17079, 17122,
17159, 17099, 17137, 17096, 17062, 17073, 17127, 17108, 17104,
17080, 17122, 17156, 17133, 17053, 17132, 17110, 17144, 17135,
17144, 17101, 17149, 17147, 17114, 17063, 17119, 17094, 17121,
17081, 17034, 17126, 17123, 17090, 17080, 17089, 17074, 17153,
17132, 17086, 17125, 17063, 17138, 17071, 17134, 17143, 17140,
17133, 17164, 17083, 17149, 17154, 17083, 17074, 17157, 17089,
17076, 17077, 17144, 17078, 17033, 17112, 17079, 17103, 17071,
17096, 17124, 17060, 17075, 17126, 17146, 17092, 17116, 17151,
17088, 17087, 17076, 17084, 17081, 17106, 17089, 17118, 17077,
17145, 17122, 17135, 17091, 17091, 17102, 17114, 17147, 17089,
17127, 17100, 17151, 17095, 17131, 17075, 17135, 17149, 17086,
17142, 17163, 17075, 17121, 17122, 17084, 17097, 17115, 17074,
17074, 17084, 17105, 17100, 17036, 17123, 17081, 17080, 17092,
17156, 17118), class = "Date"), ADR = c(68.4, 222.23, 132.88,
205.3066667, 363.21, 14.28, 84.52, 36.86, 49.12, 135.76, 82.44,
490.5666667, 118.26, 115.58, 251.2, 73.18, 28.21, 55.4, 192.3,
42.44, 80.3, 57.32, 51.69, 158.82, 100.98, 194.72, 156, 170.72,
366, 39.2, 110.55, 50.56, 35.5, 49.84, 42.02, 151.62, 90.34,
88.28, 74.12, 55.26, 41.56, 172.47, 38.74, 62.22, 60, 80.22,
59.08, 207.42, 41.2, 220.5, 106.74, 36.16, 16.56, 245.68, 154.6666667,
110.26, 50.88, 219.56, 108.46, 47.06, 53.6, 62.8, 415.16, 435.42,
38.34, 71.28, 160.62, 197.02, 132.03, 82.24, 109.1, 493.84, 127.42,
204, 38.98, 240.56, 61.17333333, 185.73, 165.5, 52.24, 84.8,
154.74, 345.88, 216.2133333, 84, 127.58, 128.52, 316.4, 68.38,
57.26, 145, 176.9, 121, 99.94, 52.96, 194.98, 220, 145.82, 70.68,
292.32, 44.2, 128.65, 389.44, 229.94, 37.4, 45.3, 342.3, 39.4,
195.18, 49.59333333, 252.04, 128.62, 74.66, 143.1, 109.22, 108.39,
108.08, 332.48, 59.86, 43.84, 181.86, 76.02, 286.8, 25.36, 55.3,
191.08, 188.68, 181.52, 51.1, 63.94, 183.6, 117.42, 160.72, 37.46,
95.56, 135.92, 160.9, 122.04, 53.28, 191.06, 103.16, 76, 67.82,
186.12, 163.2, 218.08, 83.08, 78.6, 368.24, 115.2, 58.36, 53.84,
272.2666667, 44.66, 85.98, 37.34, 64.01, 125.69, 33.24, 49, 243.2666667,
92.48, 74.24, 103.07, 191.98, 74.88, 83.72, 118.08, 31.02, 102.98,
45.2, 50.53, 130.42, 322.3666667, 105.06, 206.9, 62.88, 51.48,
158.6, 65.02666667, 444.2066667, 53, 36.98, 103.2, 143.48, 44.48,
280.06, 55.9, 231.56, 73.28, 108.98, 137.96, 214.4, 232.87, 154.18,
77.36, 204.1466667, 68.68, 153.16, 220.98, 242.47, 68, 63.4,
189.4, 118.4, 443.02, 269.8, 420.64, 167.2, 311.6, 52.52, 31.36,
124.96, 269.32, 23.94, 90.34, 57.3, 68.6, 166.82, 73.18, 116.02,
117.44, 36.08, 137.38, 55.4, 203.6066667, 337.92, 188.77, 90.98,
61.62, 134.11, 37.46, 65.38, 82, 48.6, 45.08, 149.32, 24.5, 56.06,
122.1, 33.08, 211.08, 61.06, 84.34, 85.52, 49.53, 74.73, 111.43,
36.62, 78.06, 31.58, 253.9, 90.36, 33.8, 51.56, 95.96, 182.9266667,
70.72, 132.54, 29.36, 219.46, 50.02, 90.3, 219.22, 54.06, 110.2,
67.38, 86.43333333, 51.82, 75.62, 260.72, 124.78, 142.68, 180.86,
98.74, 119.8733333, 48.48, 107.24, 163.44, 53.4, 86.15, 42.9,
57, 256.3933333, 171.2, 80.94, 40.48, 448.96, 83.42, 284.46,
67.84, 183.26, 222.44, 180.6, 162.68, 260.46, 54.22, 176, 102.6733333,
88.5, 83.86, 268.06, 207.58, 158.46, 38.58, 39.16, 36.28, 169.6933333,
190.1, 72.46, 73.66, 44.18, 107.8, 255.2, 124.02, 68.88, 251.42,
50.02, 207, 57.56, 224.52, 133.24, 252.84, 89.54, 66.62, 165.76,
61.42, 224.76, 160.38, 69.36, 117.66, 232.96, 104.98, 47.12,
42.68, 28.18, 33.34, 130.3, 247.64, 118, 238.9533333, 215.96,
57.72, 55.46, 113.82, 193.0666667, 79.16, 123.34, 225.9733333,
111.36, 265.26, 170.14, 135.26, 212.92, 146.15, 185.56, 380.7466667,
114.82, 74.04, 49.46, 146.94, 282.88, 97.12666667, 98.82, 110.38,
407.54, 56.24, 64.18, 66, 59.67333333, 185.5, 222.5266667, 93.66,
291.32, 212.44, 216.38, 76.18666667, 131.76, 394.4, 160.92, 118.32,
63.58, 164.34, 249.04, 77.66, 303.14, 437.44, 24.02, 22.9, 267.9133333,
95.46, 236.68, 323.28, 156.5, 100.52, 101.7, 289.32, 392.28,
254.76, 56, 68.44, 179.52, 203.86, 67.66, 107.7, 216.02, 74.5,
51.08, 77.2, 58.41333333, 112.12, 76, 29.12, 224.5866667, 53.08,
195.37, 310, 76.28, 57.82, 275.1333333, 229.76, 124.44, 83.24,
200.08, 101.86, 351.9066667, 152.57, 38.54, 78.84, 15.46, 87.92,
35.2, 328, 35.54, 149.54, 98.36, 116.04, 204.34, 117.9, 58.41333333,
104.86, 202.9866667, 200.48, 421.65, 85.38, 67.29333333, 294.7533333,
164.28, 150.4, 86.80666667, 197.83, 213.52, 121.92, 46.50666667,
68.17, 373.78, 131.62, 127.36, 111.28, 276.92, 36.48, 171.03,
100.54, 380.8066667, 131.34, 57.6, 131.12, 332.4533333, 38.84,
78, 44.5, 37.38, 62, 71.6, 167.3, 50.5, 128.29, 310.19, 258.4,
72.17, 77.32, 168.2, 116.04, 34.28, 41.04, 193.96, 66, 171.47,
46.7, 127.66, 81.6, 453.88, 104.34, 121.62, 81.83, 129.4, 179.0066667,
210.42, 95.49, 36.72), city = c("C", "E", "A", "C", "D", "A",
"A", "E", "A", "D", "A", "C", "A", "A", "D", "E", "E", "A", "A",
"A", "B", "B", "D", "C", "C", "D", "D", "D", "D", "E", "B", "A",
"D", "A", "A", "A", "A", "A", "A", "A", "C", "D", "A", "C", "A",
"E", "A", "C", "A", "A", "D", "A", "B", "E", "D", "A", "E", "E",
"A", "A", "B", "C", "D", "B", "A", "E", "B", "D", "A", "A", "E",
"A", "B", "C", "A", "D", "B", "D", "A", "A", "A", "D", "D", "D",
"A", "D", "B", "D", "A", "A", "A", "D", "A", "A", "C", "E", "D",
"D", "D", "D", "A", "D", "D", "D", "A", "A", "C", "A", "D", "A",
"A", "D", "A", "A", "A", "A", "A", "A", "C", "C", "D", "C", "D",
"A", "C", "D", "C", "A", "B", "A", "E", "E", "C", "A", "E", "A",
"D", "A", "A", "D", "D", "A", "A", "D", "D", "A", "A", "A", "A",
"A", "A", "A", "D", "A", "E", "E", "C", "D", "D", "E", "A", "A",
"E", "A", "A", "C", "A", "A", "A", "A", "C", "E", "A", "C", "A",
"D", "E", "A", "D", "A", "D", "A", "A", "A", "C", "E", "D", "E",
"E", "E", "A", "D", "A", "C", "D", "E", "D", "B", "D", "E", "D",
"E", "A", "C", "A", "A", "C", "D", "B", "D", "A", "A", "E", "D",
"A", "A", "D", "A", "D", "A", "D", "E", "D", "A", "A", "C", "C",
"D", "E", "E", "A", "C", "A", "D", "A", "A", "A", "E", "B", "E",
"D", "A", "A", "D", "D", "A", "A", "D", "A", "A", "A", "D", "D",
"D", "A", "A", "D", "A", "B", "A", "D", "A", "E", "A", "A", "D",
"A", "A", "B", "A", "E", "C", "D", "C", "A", "A", "A", "A", "A",
"D", "D", "A", "A", "D", "A", "A", "A", "D", "E", "E", "A", "D",
"D", "A", "D", "D", "E", "D", "C", "A", "A", "C", "C", "D", "A",
"A", "A", "D", "D", "B", "A", "A", "A", "D", "C", "A", "C", "A",
"C", "A", "D", "A", "C", "E", "A", "A", "A", "C", "D", "A", "A",
"B", "B", "C", "B", "B", "D", "A", "D", "A", "A", "C", "A", "E",
"A", "C", "B", "C", "C", "D", "A", "D", "A", "C", "C", "C", "D",
"D", "A", "A", "A", "D", "A", "E", "E", "D", "A", "B", "A", "D",
"C", "D", "A", "D", "B", "E", "C", "A", "A", "E", "A", "B", "A",
"B", "E", "D", "C", "A", "A", "A", "A", "C", "A", "D", "A", "A",
"D", "C", "D", "A", "B", "C", "A", "A", "C", "B", "C", "D", "B",
"A", "A", "A", "B", "D", "A", "C", "E", "A", "A", "D", "C", "D",
"A", "C", "A", "C", "A", "A", "A", "B", "A", "E", "A", "A", "C",
"A", "D", "D", "C", "A", "D", "C", "C", "C", "A", "B", "D", "D",
"A", "B", "D", "A", "A", "A", "A", "C", "B", "D", "A", "C", "A",
"A", "E", "D", "E", "A", "D", "D", "A", "C", "E", "A", "B", "A",
"C", "A", "D", "C", "C", "A", "A", "D", "D", "A", "C", "D", "A",
"D", "B", "D", "A", "D", "A", "A", "A", "A", "A", "C", "B", "A"
), star_rating = c(1.5, 5, 4, 3, 4, 2, 3, 3, 2, 3, 3, 5, 4.5,
4, 4, 2, 0, 3.5, 5, 3.5, 3, 3, 1, 3, 3, 3, 3, 4, 3, 3, 4, 3,
1, 3.5, 3.5, 4, 3, 2.5, 2.5, 3.5, 1, 4, 3.5, 1, 3, 2, 3.5, 3.5,
3.5, 5, 4, 3, 2, 4, 3, 4, 3, 5, 4, 2, 3, 1, 3, 3, 3.5, 2, 4,
4, 4.5, 3, 4, 5, 4, 3, 3.5, 3, 3, 3, 4, 3.5, 4, 1, 4, 4, 4, 3,
5, 4, 4, 3.5, 4, 4, 4, 4, 1, 5, 4, 3, 1, 3, 3.5, 3, 4, 4, 3.5,
3.5, 3, 3.5, 3, 3.5, 4.5, 1, 4, 5, 3, 3, 3, 5, 1, 1.5, 3, 1.5,
3, 2, 1, 3, 3, 4, 2, 3, 4, 4, 3, 3.5, 3.5, 5, 3, 4, 3, 3, 3,
3.5, 4, 3, 3, 4, 3.5, 2.5, 5, 2.5, 2.5, 3.5, 4, 3.5, 3.5, 3,
1.5, 1, 1, 2, 5, 4, 3, 4.5, 4, 1, 2.5, 4, 2.5, 4, 3, 3, 3.5,
4, 3.5, 3, 3, 2.5, 3, 3, 4, 3, 3, 4, 3, 2, 4, 2, 4, 3, 4, 4,
4, 3, 4, 2, 3, 4, 4, 5, 3, 3, 3, 3, 4, 5, 3, 4, 5, 4, 3.5, 3,
4, 4, 2.5, 4, 1, 3.5, 4, 2.5, 1, 3, 1, 5, 3, 3, 3, 4, 4, 3, 5,
3, 3, 1, 3.5, 3.5, 4, 2.5, 3, 3, 1, 5, 3, 3, 1, 3.5, 3.5, 1,
3, 2.5, 2.5, 4, 3, 1, 3.5, 4, 3, 3, 3, 2, 3, 3.5, 4, 4, 3.5,
1, 3, 3, 3, 4, 5, 3, 4, 3, 4, 4, 3, 4, 5, 1, 1, 3.5, 3.5, 3,
4, 3, 3.5, 4, 3, 3, 3, 4, 3, 4, 4, 3, 2.5, 3, 3, 4, 4, 3.5, 3,
4, 3.5, 2, 3.5, 4, 3, 4, 3, 3.5, 4, 4, 3.5, 4, 3.5, 3.5, 3, 3,
3, 4.5, 3.5, 4, 3, 5, 3.5, 3, 4, 2.5, 4, 4, 4, 1, 1, 2, 1, 4.5,
4, 4, 4, 3, 2.5, 4, 4, 3, 4, 3.5, 3, 3, 3, 4, 4, 3, 3, 3, 4,
1, 2.5, 2.5, 5, 3, 3, 4, 3, 1, 3.5, 3.5, 3.5, 1, 3, 3, 3, 3,
4, 3, 1.5, 5, 4, 4, 4, 3, 4, 4, 4, 4, 5, 1.5, 0, 5, 3, 3, 4,
4, 3, 4, 4, 3, 3, 3, 4, 3, 5, 3, 1.5, 5, 1, 1, 2, 3, 4, 3, 2,
4, 3.5, 3, 5, 3, 2, 3, 3.5, 3, 3.5, 3, 4, 3, 5, 2, 3, 0, 4, 2.5,
5, 2.5, 3, 4.5, 3, 4, 2, 3, 1, 3.5, 3, 4, 3.5, 1, 4, 3, 5, 4,
3, 5, 3, 3.5, 4, 3.5, 3, 4, 4, 3, 3.5, 4, 4, 4, 4, 3.5, 4, 3,
3.5, 1, 4, 3.5, 4, 3, 3, 3, 3, 3, 3, 3, 3, 4, 3, 3.5, 1, 4, 3.5,
3, 3, 3, 3, 4, 4, 4, 3, 4.5, 4, 3, 3, 3.5), accommodation_type_name = c("Hostel",
"Resort", "Hotel", "Hotel", "Hotel", "Hostel", "Hotel", "Hotel",
"Hostel", "Hotel", "Hotel", "Hotel", "Hotel", "Hotel", "Hotel",
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