




Hey guys,

im sort of a beginner with R, but here's what i need to do.

i need to perform a time series analysis on a set of financial data that i've been given. im trying to look at the ACF and PACF and fit it to a particular model (i think its the ARIMA model because i've read that financial data resembles the random walk, where the ARIMA model fits). is this correct?

if my data is called "numbers"

ts.plot(numbers)
acf(numbers,30,type='partial')

now, i want to difference at a particular number of lags, and i thought to use this code:

dnumbers <- diff(numbers, 10)
ts.plot(dnumbers)
acf(dnumbers)
acf(dnumbers, 30,type='partial')

but i get error messages after ts.plot(dnumbers):

Error in matrix(rep.int(tx, k), ncol = k) : 
  invalid 'nrow' value (too large or NA)

and after acf(dnumbers):

Error in plot.acf(acf.out, ...) : x$lag must have at least 1 column

Am i going about doing this the right way? i want to have a look at differencing and hope to fit the model from this.

Can someone help me with what is wrong with my code, and any suggestions would be soo helpful..

Thanks a lot to everyone,

Kon







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