I have got pairs of time series, where one usually is shorter (n typically about 5400) than the other (n typically about 52000). I would like to calculate the ccf for these series, but I haven't found a smart way to let the shorter "slide" along the longer one in steps.
Manually splitting the longer series into shorter ones of the same length as the shorter is possible, but tedious. Any suggestions, either for doing it (i e the ccf calculations for series of different lengths) in one round or for doing a split of a long series into shorter pieces? (I know I have seen a description of the later in the documentation, but now I can't find where it was...) Robert ______________________________________________ [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
