Hi guys, I'm trying to do the autocovariance of a moving average but it's giving me errors. Here is my code:> w=rnorm(500,0,1) > v=filter(w, sides=2, rep(1/3,3)) > acf(w, lag.max=20) <=that printed out a nice graph. > acf(v, lag.max=20)Error in na.fail.default(as.ts(x)) : missing values in object thanks a lot. -- View this message in context: http://r.789695.n4.nabble.com/how-do-I-do-the-autocovariance-of-a-moving-average-tp4322558p4322558.html Sent from the R help mailing list archive at Nabble.com.
R. Michael Weylandt
2012-Jan-24 02:22 UTC
[R] how do I do the autocovariance of a moving average?
the filter() command puts NAs on the ends. acf(na.omit(v)) Michael On Mon, Jan 23, 2012 at 7:27 PM, Rampagegrl <takaishi_blackwings at hotmail.com> wrote:> Hi guys, > > I'm trying to do the autocovariance of a moving average but it's giving me > errors. ?Here is my code: > >> w=rnorm(500,0,1) >> v=filter(w, sides=2, rep(1/3,3)) >> acf(w, lag.max=20) ?<=that printed out a nice graph. >> acf(v, lag.max=20) > Error in na.fail.default(as.ts(x)) : missing values in object > > thanks a lot. > > -- > View this message in context: http://r.789695.n4.nabble.com/how-do-I-do-the-autocovariance-of-a-moving-average-tp4322558p4322558.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
thanks. -- View this message in context: http://r.789695.n4.nabble.com/how-do-I-do-the-autocovariance-of-a-moving-average-tp4322558p4328815.html Sent from the R help mailing list archive at Nabble.com.