[R] Correllogram of Daily Time Series

[R. Michael Weylandt]

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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>>
>