[R] noise in time series

David Riano driano at ucdavis.edu
Thu Jan 15 06:27:52 CET 2009


Hi!
I have two time series. Both measure the same thing and I would like 
to determine which one is noisier.
Would it be a good measure of the noise in each time series the 
absolute lag difference?
Is this a good measure? Any other measure I could use?

Thanks for help :)

David Riano
Center for Spatial Technologies and Remote Sensing (CSTARS)
University of California
250-N, The Barn
One Shields Avenue
Davis, CA 95616-8527
USA
1-(517) 629-5499
http://www.cstars.ucdavis.edu/~driano/index.html
http://www.cstars.ucdavis.edu




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