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Hi List, I'm trying to calculate the autocorrelation coefficients for a time series using acf at various lags. This is working well, and I can get the coefficients without any trouble. However, I don't seem to be able to obtain the significance of these coefficients from the returned acf object, largely because I don't know where I might find them. It's clear that the acf

Hi list, I've been producing autocorrelation functions of time series using the acf function, and have found a series or two for which correlations of > 1 are given, which I think shouldn't happen. Attached is the time series I'm using, and below is the R code (version 2.9.1) that I'm entering: series <- read.csv("series.csv") corr <- acf(series, lag.max=90,

Hi List, I'm trying to perform some spectral analysis on a time series, but I've got a few data points missing, so they have NA values. Unfortunately, the fft function doesn't seem to like this, and gives a completely empty result. Other than making up values to fill in the gaps, is there any way I can get around this? Thanks in advance, Steve. PS I haven't spotted anything

I'm using R-2.9.1, so forgive me if this has already been resolved. One element of the object returned from the acf function is n.used, described in the man page as "The number of observations in the time series". However, I've noticed that this value is set to nrow(x) via the sampleT variable, i.e. the number of rows in the passed-in series. This forces an assumption that all