[R] Correllogram of Daily Time Series

[R. Michael Weylandt]

I'm not an expert on these things, but I don't believe so. acf/pacf
doesn't require a ts object so it doesn't really need things to fit
the exact nuances of the ts class. You may have to be a little careful
in interpretation however depending on the nature of the irregular
spacing, but that's going to be problem dependent.

Eitherway, take a look at the packages I endorsed in your other thread
so you don't have deal with issues like "lying" to ts about your data.

Michael

On Thu, Oct 27, 2011 at 4:23 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
> 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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