R help - Apr 2012 - Help on time series & Hurst exponent

Hello,

I'm an absolute beginner with R. I'm hoping to do some time-series
analysis
on my data. The data looks like
#time value
18 153
20 426
70 7
83 130
84 7

and so on where time could be in seconds or hours or days (not all at the
same time). How could I import such a file to R and do some simple stuff
(say plot the values)? As per the tutorials on time series, I could use the
ts() method to import the values (not timestamps). However, one problem
with my data is that the *time intervals are not regular* -- i.e. I don't
have observations at every delta_t. So, I possibly can't ignore the
timestamps.

I'm also interested to estimate the Hurst exponent for the above series.
I've installed the fArma package. Again, I'm not sure how to use the
above
series there.

Could someone please help me on this?

-- 
Thanks,
Barun Saha
JPA
IIT, Kharagpur

http://pothi.com/pothi/book/barun-saha-swapner-kheya
http://delay-tolerant-networks.blogspot.com/p/one-tutorial.html

	[[alternative HTML version deleted]]

You really don't want to use ts() -- if you want to use the tools in
fArma use a timeSeries (provided by the package of the same name)

Michael

On Wed, Apr 25, 2012 at 9:54 AM, Barun Saha <barun.saha04 at gmail.com>
wrote:
> Hello,
>
> I'm an absolute beginner with R. I'm hoping to do some time-series
analysis
> on my data. The data looks like
> #time value
> 18 153
> 20 426
> 70 7
> 83 130
> 84 7
>
> and so on where time could be in seconds or hours or days (not all at the
> same time). How could I import such a file to R and do some simple stuff
> (say plot the values)? As per the tutorials on time series, I could use the
> ts() method to import the values (not timestamps). However, one problem
> with my data is that the *time intervals are not regular* -- i.e. I
don't
> have observations at every delta_t. So, I possibly can't ignore the
> timestamps.
>
> I'm also interested to estimate the Hurst exponent for the above
series.
> I've installed the fArma package. Again, I'm not sure how to use
the above
> series there.
>
> Could someone please help me on this?
>
> --
> Thanks,
> Barun Saha
> JPA
> IIT, Kharagpur
>
> http://pothi.com/pothi/book/barun-saha-swapner-kheya
> http://delay-tolerant-networks.blogspot.com/p/one-tutorial.html
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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