On Thu, 2 Sep 2004, Molins, Jordi wrote: > I have been looking around in past helps about cross-correlations for a set > of n time series. > > Although you can do it by yourself calculating the out-of-the-diagonal terms > in the cross correlation matrix by using pairwise combinations of ccf and > the diagonal terms by using acf, this does not seem a very practical way of > doing things. Does anybody know a function that gives directly the > cross-correlation matrix?
acf! There is even an example in its examples. (BTW, it is a 3D array, for you have a matrix at each lag.) Please do read the posting guide and follow its advice about doing your homework. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html