[R] irregular time series

McClatchie, Sam (PIRSA-SARDI) mcclatchie.sam at saugov.sa.gov.au
Thu May 20 06:53:46 CEST 2004


Background:
OS: Linux Mandrake 9.1
release: R 1.9.0 
editor: Xemacs 21.4
frontend: ESS 5.1.23
---------------------------------

Colleagues

I have two time series (upwelling index and water temperature) of evenly
spaced, daily data over 18 months, but the upwelling index  series has a gap
of about 2 months right in the middle of it. I want to do the acf, pacf,
ccf, and a cross-spectral analysis of the two series.

I realise that I could just break each series into two segments and
cross-correlate with the shorter series, but I'd rather deal with the whole
series to increase the nyquist frequency. I think the its function in the
irregular time series package will create a class its object with the right
time stamps, but can this then be used in the same was as a class ts object
for the correlation and spectral anayses?  

Sam
----
Sam McClatchie,
Sub-program leader, Pelagic Fisheries
South Australian Aquatic Sciences Centre
PO Box 120, Henley Beach 5022
Adelaide, South Australia
email <mcclatchie.sam at saugov.sa.gov.au>
Telephone: (61-8) 8200 2448
FAX: (61-8) 8200 2481
Research home page <http://www.smcc.150m.com/>
  
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