[R] how do I do the autocovariance of a moving average?
R. Michael Weylandt
michael.weylandt at gmail.com
Tue Jan 24 03:22:54 CET 2012
the filter() command puts NAs on the ends.
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:
>> 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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