On Mon, 19 Jan 2009, stephen sefick wrote:
It would be helpful to have a reproducible dataset to track down what
is happening.
True.
Although in this case it's relatively easy to guess what went wrong.
The user probably has some irregular series, for example daily with
missing days:
x <- xts(rnorm(10), as.Date("2009-01-19") + c(0:4, 7:11))
I seem to have a peculiar problem. When using time series data, I get
the following error when running the acf and pacf function.
Using the function acf(dtxts,plot= TRUE,xaxt = "n",col="red",na.action
= na.omit) (where dtxts is a time series object created with package
"xts" ) results in the error below.
acf() just works with regular time series of class "ts". Everything else
is coerced via as.ts(). This is where the problem is created for your data
as the error message conveyed:
Error in na.omit.ts(as.ts(x)) : time series contains internal NAs
as.ts(x) detects that there is an underlying regularity (1-day steps) if
you include two internal NAs (the weekend).
na.omit(as.ts(x)) cannot omit internal NAs because the "ts" class cannot
represent such an object. Even if it could, acf() couldn't compute the ACF
with internal mising data.
Some people just ignore the weekend effect (i.e., assume that the Mon-Fri
correlation is the same as Tue-Mon). If one wants to do this, it can be
obtained via acf(coredata(x)).
The above error is seen in R 2.8.0 running on Linux.
The same function does not yield any error in R 2.8.0 on a Windows system.
I'm fairly certain it does.
Z
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