[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)
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