Hi!
I am calculating correlation between two variables:
1. X versus Y
2. X versus Y(with a 3 steps lag)
I would like to test if the correlation
increase/decrease from 1 to 2 is significant or not.
Is there any function in R to do this? any hints?
Thanks for help :)
David Riaño
Center for
Just a guess (please correct if I'm way off on this), but maybe you
could look at the difference in r betwen 1 2 and see if the
confidence interval (http://davidmlane.com/hyperstat/B8544.html) for
this value given your sample size includes 0.
On 30-May-07, at 11:24 AM, David Riano wrote:
In response to the original message, see
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/85753.html
which describes two papers about comparing dependent correlations,
which I think is a relevant question. (Try Google too. I didn't.)
There is also a paper by Steiger in Psychological Bulletin,
