R help - Jan 2009 - noise in time series

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

David Riano <driano <at> ucdavis.edu> writes:
> 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?
You could fit an arima model and compare the residuals. It should
be could enough to get an estimate, even if I see some theoretical
problems in "measure the same thing".

Dieter