Hi all, I have two time series data (say x and y). I am interested to calculate the correlation between them and its confidence interval (or to test no correlation). Function cor.test(x,y) does the test of no correlation. But this test probably is wrong because of autocorrelated data.
ccf() calculates the correlation between two series data. But it does not provide the confidence intervals of cross correlation. Is there any function that calculates the confidence interval of correlation between two time series data or performs the test of no correlation between two time series data. Thanks. Jun ______________________________________________ R-help@stat.math.ethz.ch 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.
