You also might be satisfied with the output of acf() or pacf() if you are just looking at the auto-correlation of one series.
Michael On Thu, Oct 27, 2011 at 11:18 AM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > Usually it's encouraged to use a csv or txt intermediary between Excel > and R: depending on what you want to do, you can either convert it > once it's in R or maybe use read.zoo() to simplify a few things. Most > people find the raw ts class hard to use and prefer a contributed > class instead: my usual favorite is xts. > > Info on correlograms can be found here: > http://www.statmethods.net/advgraphs/correlograms.html > > Michael > > On Thu, Oct 27, 2011 at 7:55 AM, Bazman76 <h_a_patie...@hotmail.com> wrote: >> Hi there, >> >> What is the best way to get a time series of daily stock price observations >> into R (from excel). >> >> The time series are daily but there are spaces for w/e's and holidays etc. >> So I am not sure a ts object will be suitable but I am not sure what I >> should use? >> >> What ever package you recemmned i need to be able to run a corrolelagram. >> >> Thanks >> >> Hugh >> >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/Correllogram-of-Daily-Time-Series-tp3944094p3944094.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@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. >> > ______________________________________________ R-help@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.
