Message-ID: <CAAmySGN_OUJ-bnFhiCD6U00EN5do9f91ekghjbhEBWs4cSG7tA@mail.gmail.com>
Date: 2011-10-29T12:43:30Z
From: R. Michael Weylandt
Subject: Correllogram of Daily Time Series
In-Reply-To: <1319746982985-3945927.post@n4.nabble.com>
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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