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Variogram with time series

4 messages · consentino@infinito.it, Brian Ripley

Original
consentino@infinito.it
# 
Hello,
  
I'm using a dataset with unequally spaced time series
and I'd want to know if there is in R some functions in
order to calculate the autocorrelation function, because
acf() in stats package cannot calculate it, because I
have many missing data.
  
And if so, is it necessary to organize dataset in ts
structure or is it possible to consider it like a simple
vector?
  
Thanks in advance
  
Fabrizio Consentino
_______________________________________
consentino@infinito.it
# 
Hello,
   
I'm using a dataset with unequally spaced time series
and I'd want to know if there is in R some functions in
order to calculate the autocorrelation function, because
acf() in stats package cannot calculate it, because I
have many missing data.
   
And if so, is it necessary to organize dataset in ts
structure or is it possible to consider it like a simple
vector?
   
Thanks in advance

Fabrizio Consentino
15 days later
consentino@infinito.it
# 
Hello,

I'm using a dataset with unequally spaced time series
and I'd want to know if there is in R some function in
order to calculate the autocorrelation function, because
acf() in stats package cannot calculate it, because I
have many missing data, and data are not equally spaced.

And if so, is it necessary to organize dataset in ts
structure or is it possible to consider it like a simple
vector?

Thanks in advance

Fabrizio Consentino
Brian Ripley
#
On Wed, 16 Mar 2005 consentino at infinito.it wrote:

            

      
      
      
    

        
The autocorrelation function is a theoretical quantity: acf() estimates 
it, not calculates it.  (Do read its help page carefully.)

For `unequally spaced time series' you would need to define what you mean
by the autocorrelation function, then find a credible estimator.
(One way forward is to assume you have a sample of a continuous-time 
series, but only one.)

            

      
      
      
    

        
None of the above!

Depends what you want to do with it, but the structures offered by the 
packages tseries, zoo and its seem more suitable.