Look at : > myccf * c(17,18,19,18,17)/19
Do those numbers match with the result of ccf? -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Fluss > Sent: Monday, January 08, 2007 6:18 AM > To: [email protected] > Subject: [R] query > > Hello! > I found the ccf function gives different estimates than the > simple lag correlations. > Why is that? > This is my code: > > set.seed(20) > x<-rnorm(20) > y<-x+rnorm(20,sd=0.3) > print("R CCF:") > print(ccf(x,y,lag.max=2,plot=F)) > myccf<- c( cor(y[-(1:2)],x[-(19:20)]) , cor(y[-1],x[-20]), > cor(y,x), > > cor(x[-1],y[-20]),cor(x[-(1:2)],y[-(19:20)]) ) print("My CCF:") > print(myccf) > > Thank You! > Ron > > [[alternative HTML version deleted]] > > ______________________________________________ > [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.
