title: Time Series Analysis in R : Frequency value in ts() function vs lag in acf plot
body: <p>I am a newbie in time series analysis. I am having monthly sales data for 60 months, from January-2009 to December-20013, and trying to forecast sales for upcoming 6 months via ARIMA model. I read the data and convert it into time series object as follow : </p>
  
  <pre><code> data &lt;- read.csv(file="monthlySalesData.csv", header=TRUE)
   dataInTimeSeris &lt;- ts(data, frequency = 12, start=c(2009,1), end=c(2013,12)) 
  </code></pre>
  
  <p>When I try to draw acf() plot to determine the lag after which my auto-correlation is dying down to zero, then I get scale of lag on X-axis in decimals. I am not having enough privilege to post image, but lag values on X-axis are in decimal with max lag as 1.5 . The acf values with plot=FALSE also come strange (It does not show lag for which it has calculated auto-correlation). I am not able to interpret this, and not able to find number of lags after which auto-correlation is dying down to zero. </p>
  
  <pre><code> acf(dataInTimeSeries, plot=FALSE)
  
  Autocorrelations of series ‘dataInTimeSeries’, by lag
  
  0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 
   1.000  0.642  0.588  0.490  0.401  0.320  0.311  0.269  0.178  0.198  0.229 
  0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 
   0.271  0.358  0.240  0.210  0.092  0.135  0.098 
  </code></pre>
  
  <p>What is the issue - is there any problem with R settings, or data import or ts() function? And if this is how acf plots shows for monthly data, how to interpret it ? </p>
  
  <p>Thanks in advance!!</p>