Hi all, Is there a way to study the lead and lag relation of two time series?
Let's say I have two time series, At and Bt. Is there a systematic way of concluding whether it's A leading B or B leading A and by how much? Thanks! ______________________________________________ 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.
