  We report a combined neutron scattering and magnetization study on the
multiferroic DyFeO3 which shows a very strong magnetoelectric effect. Applying
magnetic field along the c-axis, the weak ferromagnetic order of the Fe ions is
quickly recovered from a spin reorientation transition, and the long-range
antiferromagnetic order of Dy becomes a short-range one. We found that the
short-range order concurs with the multiferroic phase and is responsible for
its sizable hysteresis. Our H-T phase diagram suggests that the strong
magnetoelectric effect in DyFeO3 has to be understood with not only the weak
ferromagnetism of Fe but also the short-range antiferromagnetic order of Dy.
