Hanke <[EMAIL PROTECTED]> wrote:
: Does anyone know a algorithm for cross-correlation between two time
: series
how about something like
Do 10 i = 1,n-2
r1 = corr(a(1),b(i),n-i+1)
10 r2 = corr(b(1),a(i),n-i+1)
where corr computes the r for n obs
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