[R] ccf time units

Hi, I am using ccf but I could not figure out how to calculate the actual lag in number of periods from the returned results. The documentation for ccf says:The lag is returned and plotted in units of time. What does units of time mean? For example: x=ldeaths x1=lag(ldeaths,1)

Re: [R] ccf time units

The unit of time for a ts class object is deltat(ldeaths). See the ?deltat help page. On 3/29/07, tom soyer [EMAIL PROTECTED] wrote: Hi, I am using ccf but I could not figure out how to calculate the actual lag in number of periods from the returned results. The documentation for ccf

[R] ccf versus acf

I am trying to run a cross-correlation using the ccf() function. When I select plot = TRUE in the ccf() I get a graph which has ACF on the y-axis, which would suggest that these y-values are the auto-correlation values. How should I adjust the code to produce a plot that provides the

Re: [R] ccf versus acf

On Thu, 14 Sep 2006, Werner,Arelia [PYR] wrote: I am trying to run a cross-correlation using the ccf() function. When I select plot = TRUE in the ccf() I get a graph which has ACF on the y-axis, which would suggest that these y-values are the auto-correlation values. But cross-correlations

[R] CCF and Lag questions

I am new to R and new to time series modeling. I have a set of variables (var1, var2, var3, var4, var5) for which I have historical yearly data. I am trying to use this data to produce a prediction of var1, 3 years into the future. I have a few basic questions: 1) I am able to read in my data,

Re: [R] CCF and Lag questions

Pallavi Naresh wrote: I am new to R and new to time series modeling. I have a set of variables (var1, var2, var3, var4, var5) for which I have historical yearly data. I am trying to use this data to produce a prediction of var1, 3 years into the future. I have a few basic questions:

[R] ccf

Hello group, For my research I should calculate the cross-correlation between two time series. I don't know if the function ccf can calculate this with series that have NA values. e.g. temperature: 15.5 NA 12.3 10.0 NA 14.2 15,3 Can you help me? Thank you very much! Laura

Re: [R] ccf

You might try passing 'na.contiguous' to the 'na.action' argument. -roger Laura De Vendictis wrote: Hello group, For my research I should calculate the cross-correlation between two time series. I don't know if the function ccf can calculate this with series that have NA values. e.g.

Re: [R] ccf question

John Sibert wrote: Can someone please verify the interpretation of lag in the ccf function in the ts package. Suppose ccf(x,y). Do negative lags indicate that the events in x precede the events in y and positive lags indicate that events in y precede events in x? Thanks, John This you ncan

[R] ccf

Hello, I am looking for a command for cross correlation like ccf but which computes the cross-correlation of more than two (in my case 1800) series. any ideas? thanks a lot in advance, Cheers Martin -- Martin Wegmann Department of Animal Ecology and Tropical Biology Zoology III, Biocenter Am

Re: [R] ccf

On Mon, 31 Mar 2003, Martin Wegmann wrote: Hello, I am looking for a command for cross correlation like ccf but which computes the cross-correlation of more than two (in my case 1800) series. acf on multiple time series does this. Note that you can always do it pairwise via ccf. I very