R:
Is there an easy way to get the acf and pacf for an irregular times
series? That is, the acf and pacf with lag lengths that are in units of
time, not observation number.
There are several solutions available depending on the particular
problem, some of them statistically "cleaner" than o
R:
Is there an easy way to get the acf and pacf for an irregular times
series? That is, the acf and pacf with lag lengths that are in units of
time, not observation number.
Thanks,
Jason Higbee
Research Associate
Federal Reserve Bank of St. Louis
The views expressed in this email are the aut
