[R] approx.irts methodology question

Kaveh Vakili kaveh.vakili at ulb.ac.be
Sat Jun 23 22:03:04 CEST 2007


hi mailing list,

i'm not sure this is the right place to ask, so in advance forgive me for barking at the wrong tree,

in some part of a thesis i'm using a irregularly spaced time series,
to compute the ACF i used the approx.irts() function (tseries package)

my question would be, can someone direct me to some documentation on how (the approximiation formula) is it functioning as the reference manual entry for 'approx' provides no such niceties... 

my concerns are whether one can seamingly use the ARMA() coeficient obtained from an 'irts' filled by approximation.

thanks in advance,



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