Correllogram of Daily Time Series
I'm not an expert on these things, but I don't believe so. acf/pacf doesn't require a ts object so it doesn't really need things to fit the exact nuances of the ts class. You may have to be a little careful in interpretation however depending on the nature of the irregular spacing, but that's going to be problem dependent. Eitherway, take a look at the packages I endorsed in your other thread so you don't have deal with issues like "lying" to ts about your data. Michael
On Thu, Oct 27, 2011 at 4:23 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
I did it using the code below thank you. Will the fact I have used a ts object but the observations are not really equally spaced invalidate the results? vols=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Swaption vols.csv" + , header=TRUE, sep=",")
x<-ts(vols[,2]) x
acf(x)
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