On Wed, 16 Mar 2005 [EMAIL PROTECTED] wrote:
I'm using a dataset with unequally spaced time series and I'd want to know if there is in R some function in order to calculate the autocorrelation function, because acf() in stats package cannot calculate it, because I have many missing data, and data are not equally spaced.
The autocorrelation function is a theoretical quantity: acf() estimates it, not calculates it. (Do read its help page carefully.)
For `unequally spaced time series' you would need to define what you mean
by the autocorrelation function, then find a credible estimator.
(One way forward is to assume you have a sample of a continuous-time series, but only one.)
And if so, is it necessary to organize dataset in ts structure or is it possible to consider it like a simple vector?
None of the above!
Depends what you want to do with it, but the structures offered by the packages tseries, zoo and its seem more suitable.
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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