I did it using the code below thank you. Will the fact I have used a ts object but the observations are not really equally spaced invalidate the results?
vols=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Swaption vols.csv" + , header=TRUE, sep=",") > x<-ts(vols[,2]) > x >acf(x) -- View this message in context: http://r.789695.n4.nabble.com/Correllogram-of-Daily-Time-Series-tp3944094p3945927.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.
