[R] Time Series

[Prof Brian Ripley]

On Wed, 16 Mar 2005 consentino at infinito.it wrote:

> I'm using a dataset with unequally spaced time series
> and I'd want to know if there is in R some function in
> order to calculate the autocorrelation function, because
> acf() in stats package cannot calculate it, because I
> have many missing data, and data are not equally spaced.

The autocorrelation function is a theoretical quantity: acf() estimates 
it, not calculates it.  (Do read its help page carefully.)

For `unequally spaced time series' you would need to define what you mean
by the autocorrelation function, then find a credible estimator.
(One way forward is to assume you have a sample of a continuous-time 
series, but only one.)

> And if so, is it necessary to organize dataset in ts
> structure or is it possible to consider it like a simple
> vector?

None of the above!

Depends what you want to do with it, but the structures offered by the 
packages tseries, zoo and its seem more suitable.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595