Re: [R] noise in time series

2009-01-15 Thread Gerard M. Keogh
Subject Re: [R] noise in time series

Re: [R] noise in time series

2009-01-14 Thread Dieter Menne
David Riano 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

[R] noise in time series

2009-01-14 Thread David Riano
Hi! 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? Thanks for help :) David Riano Center for