Thank you,
May I know the reason for keeping frequency as 60, the package
says it expects frequency in hertz, how does it work if I input daily data?.
The correlation max shown by the plot is at around 55 -ve lag (0.36). which is
not the actual case, so there is some thing which I am not understanding in
this case.
With best regards,
Sudheer
________________________________________
From: Giorgio Garziano [[email protected]]
Sent: Tuesday, January 12, 2016 9:38 PM
To: [email protected]
Cc: Sudheer Joseph
Subject: Re: [R] cross correlation of filtered Time series
Hello,
I think that the package “seewave” may help you. See corenv() function.
https://cran.r-project.org/web/packages/seewave/seewave.pdf
library(seewave)
sst.ts <- ts(dc$sst, frequency=60)
t2m.ts <- ts(dc$t2m, frequency=60)
corenv(sst.ts, t2m.ts)
corenv.res <- corenv(sst.ts, t2m.ts, plot=FALSE)
corenv.res
Best,
--
GG
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