David Riano <driano <at> ucdavis.edu> writes: > I have two time series. Both measure the same thing and I would like > to determine which one is noisier. > Would it be a good measure of the noise in each time series the > absolute lag difference? > Is this a good measure? Any other measure I could use?
You could fit an arima model and compare the residuals. It should be could enough to get an estimate, even if I see some theoretical problems in "measure the same thing". Dieter ______________________________________________ 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.
