Re: [R] how do I do the autocovariance of a moving average?

thanks. -- View this message in context: http://r.789695.n4.nabble.com/how-do-I-do-the-autocovariance-of-a-moving-average-tp4322558p4328815.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list

[R] how do I do the autocovariance of a moving average?

Hi guys, I'm trying to do the autocovariance of a moving average but it's giving me errors. Here is my code: w=rnorm(500,0,1) v=filter(w, sides=2, rep(1/3,3)) acf(w, lag.max=20) =that printed out a nice graph. acf(v, lag.max=20) Error in na.fail.default(as.ts(x)) : missing values in

Re: [R] how do I do the autocovariance of a moving average?

the filter() command puts NAs on the ends. acf(na.omit(v)) Michael On Mon, Jan 23, 2012 at 7:27 PM, Rampagegrl takaishi_blackwi...@hotmail.com wrote: Hi guys, I'm trying to do the autocovariance of a moving average but it's giving me errors.  Here is my code: w=rnorm(500,0,1) v=filter(w,