Message-ID: <1319746982985-3945927.post@n4.nabble.com>
Date: 2011-10-27T20:23:02Z
From: Bazman76
Subject: Correllogram of Daily Time Series
In-Reply-To: <CAAmySGN6XVsZcriwV_fNhMHtDbiRRe+gQg2U9OpmmHerTNU2Rg@mail.gmail.com>
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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