[R] Correllogram of Daily Time Series

R. Michael Weylandt michael.weylandt at gmail.com
Thu Oct 27 17:18:02 CEST 2011


Usually it's encouraged to use a csv or txt intermediary between Excel
and R: depending on what you want to do, you can either convert it
once it's in R or maybe use read.zoo() to simplify a few things. Most
people find the raw ts class hard to use and prefer a contributed
class instead: my usual favorite is xts.

Info on correlograms can be found here:
http://www.statmethods.net/advgraphs/correlograms.html

Michael

On Thu, Oct 27, 2011 at 7:55 AM, Bazman76 <h_a_patience at hotmail.com> wrote:
> Hi there,
>
> What is the best way to get a time series of daily stock price observations
> into R (from excel).
>
> The time series are daily but there are spaces for w/e's and holidays etc.
> So I am not sure a ts object will be suitable but I am not sure what I
> should use?
>
> What ever package you recemmned i need to be able to run a corrolelagram.
>
> Thanks
>
> Hugh
>
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