[R] Correllogram of Daily Time Series

Bazman76 h_a_patience at hotmail.com
Thu Oct 27 22:23:02 CEST 2011


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)

--
View this message in context: http://r.789695.n4.nabble.com/Correllogram-of-Daily-Time-Series-tp3944094p3945927.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list