[R] how do I do the autocovariance of a moving average?

[R. Michael Weylandt]

the filter() command puts NAs on the ends.

acf(na.omit(v))

Michael

On Mon, Jan 23, 2012 at 7:27 PM, Rampagegrl
<takaishi_blackwings at hotmail.com> wrote:
> Hi guys,
>
> I'm trying to do the autocovariance of a moving average but it's giving me
> errors.  Here is my code:
>
>> w=rnorm(500,0,1)
>> v=filter(w, sides=2, rep(1/3,3))
>> acf(w, lag.max=20)  <=that printed out a nice graph.
>> acf(v, lag.max=20)
> Error in na.fail.default(as.ts(x)) : missing values in object
>
> thanks a lot.
>
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