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I have a very long list of phone numbers. There are about 500 unique phone numbers and several thousand calls in total. They are all in time order. I want to look for patterns in this. My initial thoughts were that it is possibly a Markov chain in that each phone number represents a state and the probability of what the next number called will be is different depending upon what the last number called was.

Statistically speaking, does this sound right? How in R would I do this and find out the probabilities?

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