The denominator holds the variance and since the variance is zero you get that. Calculate the covariance instead of the correlation:
ccf(x, y, plot = FALSE, type = "cov") On 11/27/06, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote: > 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 > > ______________________________________________ > [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 > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
