[R] Correllogram of Daily Time Series

R. Michael Weylandt michael.weylandt at gmail.com
Thu Oct 27 19:26:08 CEST 2011

You also might be satisfied with the output of acf() or pacf() if you
are just looking at the auto-correlation of one series.


On Thu, Oct 27, 2011 at 11:18 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> 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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