Hello Michael, Thanks for your reply. What I want to do is something like this? For example, I have a continuous time series y=x(t), and another discrete time series z=w(t).
Xdiff(i)=Max. difference between x(t) and w(t) in interval i Ndiff(i)=Min. difference between x(t) and w(t) in interval i And predict the min/max error between x(t) and w(t) over the period between time(t) and (t+1) Thanks again. Sam -- View this message in context: http://r.789695.n4.nabble.com/Difference-between-two-time-series-tp819843p4074303.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.