John Sibert wrote:
Can someone please verify the interpretation of lag in the ccf
function in the ts package.
Suppose ccf(x,y).
Do negative lags indicate that the events in x precede the events in y
and positive lags indicate that events in y precede events in x?
Thanks,
John
This you ncan answ
Can someone please verify the interpretation of lag in the ccf function in
the ts package.
Suppose ccf(x,y).
Do negative lags indicate that the events in x precede the events in y and
positive lags indicate that events in y precede events in x?
Thanks,
John
J
