hello,
i have been using ccf() to look at the correlation between lightning and
electrogamnetic data. for the most part it has worked exactly as expected.
however, i have come across something that puzzles me a bit:
> x <- c(1, 0, 1, 0, 1, 0)
> y <- c(0, 0, 0, 0, 0, 0)
> ccf(x, x, plot = FALSE)
Autocorrelations of series 'X', by lag
-4 -3 -2 -1 0 1 2 3 4
0.333 -0.500 0.667 -0.833 1.000 -0.833 0.667 -0.500 0.333
> ccf(x, y, plot = FALSE)
Autocorrelations of series 'X', by lag
-4 -3 -2 -1 0 1 2 3 4
NaN NaN NaN NaN NaN NaN NaN NaN NaN
> y <- c(1, 1, 1, 1, 1, 1)
> ccf(x, y, plot = FALSE)
Autocorrelations of series 'X', by lag
-4 -3 -2 -1 0 1 2 3 4
NaN NaN NaN NaN NaN NaN NaN NaN NaN
i don't see why the result from ccf() would be NaN if the elements of y are all
the same... perhaps i am just being silly or missing something. but if i work
this out by hand, then i get a proper result. so, why not with ccf()?
thanks for the help!
best regards,
andrew.
--
Andrew B. Collier
Space Physics Group
Hermanus Magnetic Observatory
Antarctic Research Fellow tel: +27 31 2601157
Space Physics Research Institute fax: +27 31 2616550
University of KwaZulu-Natal, Durban, 4041, South Africa gsm: +27 83 3813655
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