Correllogram of Daily Time Series
You also might be satisfied with the output of acf() or pacf() if you are just looking at the auto-correlation of one series. Michael On Thu, Oct 27, 2011 at 11:18 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
Usually it's encouraged to use a csv or txt intermediary between Excel and R: depending on what you want to do, you can either convert it once it's in R or maybe use read.zoo() to simplify a few things. Most people find the raw ts class hard to use and prefer a contributed class instead: my usual favorite is xts. Info on correlograms can be found here: http://www.statmethods.net/advgraphs/correlograms.html Michael On Thu, Oct 27, 2011 at 7:55 AM, Bazman76 <h_a_patience at hotmail.com> wrote:
Hi there, What is the best way to get a time series of daily stock price observations into R (from excel). The time series are daily but there are spaces for w/e's and holidays etc. So I am not sure a ts object will be suitable but I am not sure what I should use? What ever package you recemmned i need to be able to run a corrolelagram. Thanks Hugh -- View this message in context: http://r.789695.n4.nabble.com/Correllogram-of-Daily-Time-Series-tp3944094p3944094.html Sent from the R help mailing list archive at Nabble.com.
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