Using ggplot's facet_wrap with autocorrelation plot

Question

I want to create a ggplot figure of autocorrelations for different subgroups of my data.

Using the forecast package, I manage to produce a ggplot figure for the whole sample like this:

library(tidyverse)
library(forecast)

df <- data.frame(val = runif(100),
                key = c(rep('a', 50), key = rep('b', 50)))

ggAcf(df$val) 

Which produces:

But now I'm trying the following to produce the facets and it doesn't work:

ggplot(df) +
  ggAcf(aes(val)) +
  facet_wrap(~key) 

Any ideas?

Answer 1

A possible solution building out the acf values and plot manually.

library(tidyverse)
library(forecast)

df <- data.frame(val = runif(100),
                 key = c(rep('a', 50), key = rep('b', 50)))

df_acf <- df %>% 
  group_by(key) %>% 
  summarise(list_acf=list(acf(val, plot=FALSE))) %>%
  mutate(acf_vals=purrr::map(list_acf, ~as.numeric(.x$acf))) %>% 
  select(-list_acf) %>% 
  unnest() %>% 
  group_by(key) %>% 
  mutate(lag=row_number() - 1)

df_ci <- df %>% 
  group_by(key) %>% 
  summarise(ci = qnorm((1 + 0.95)/2)/sqrt(n()))

ggplot(df_acf, aes(x=lag, y=acf_vals)) +
  geom_bar(stat="identity", width=.05) +
  geom_hline(yintercept = 0) +
  geom_hline(data = df_ci, aes(yintercept = -ci), color="blue", linetype="dotted") +
  geom_hline(data = df_ci, aes(yintercept = ci), color="blue", linetype="dotted") +
  labs(x="Lag", y="ACF") +
  facet_wrap(~key)