[R] Help on time series & Hurst exponent

[R. Michael Weylandt]

You really don't want to use ts() -- if you want to use the tools in
fArma use a timeSeries (provided by the package of the same name)

Michael

On Wed, Apr 25, 2012 at 9:54 AM, Barun Saha <barun.saha04 at gmail.com> wrote:
> Hello,
>
> I'm an absolute beginner with R. I'm hoping to do some time-series analysis
> on my data. The data looks like
> #time value
> 18 153
> 20 426
> 70 7
> 83 130
> 84 7
>
> and so on where time could be in seconds or hours or days (not all at the
> same time). How could I import such a file to R and do some simple stuff
> (say plot the values)? As per the tutorials on time series, I could use the
> ts() method to import the values (not timestamps). However, one problem
> with my data is that the *time intervals are not regular* -- i.e. I don't
> have observations at every delta_t. So, I possibly can't ignore the
> timestamps.
>
> I'm also interested to estimate the Hurst exponent for the above series.
> I've installed the fArma package. Again, I'm not sure how to use the above
> series there.
>
> Could someone please help me on this?
>
> --
> Thanks,
> Barun Saha
> JPA
> IIT, Kharagpur
>
> http://pothi.com/pothi/book/barun-saha-swapner-kheya
> http://delay-tolerant-networks.blogspot.com/p/one-tutorial.html
>
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>
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