[R] Cross-correlation function

Andreas Hary u08adh at hotmail.com
Thu Oct 20 22:44:39 CEST 2005


I have reproduced your error using the following

goo1 <- rnorm(100,0,1)
goo2 <- rnorm(100,0,1)
goo <- cbind(goo1,goo2)
goo[2,1] <- NA

ccf(ts(goo[,1]),ts(goo[,2]),na.action='na.exclude',type='cor')
Error in "colnames<-"(`*tmp*`, value = c("ts(goo[, 1])", "ts(goo[, 2])" :
        attempt to set colnames on object with less than two dimensions


ccf(ts(goo[,1]),ts(goo[,2]),type='cor')
Error in na.fail.default(ts.union(as.ts(x), as.ts(y))) :
        missing values in object

as desired, but

ccf(ts(goo[,1]),ts(goo[,2]),na.action=na.exclude,type='cor')

works fine for me, so removing the quotation marks around the na.exclude 
should do the trick.
Cheers,

Andreas


----- Original Message ----- 
From: "Anne Hertel" <ahertel at atmos.uiuc.edu>
To: <r-help at stat.math.ethz.ch>
Sent: Thursday, October 20, 2005 6:03 PM
Subject: [R] Cross-correlation function


> Hello All,
>
> I'm having trouble with the ccf() function. I am trying to do 
> cross-correlation between two time-series, but I keep getting an error 
> message I don't know what to do with. This what I type and the error 
> message I get:
>
>> ccf(ts(mod[,1]),ts(mod[,2]),na.action='na.exclude',type='cor')
> Error in "colnames<-"(`*tmp*`, value = c("ts(mod[, 1])", "ts(mod[, 2])" :
>        attempt to set colnames on object with less than two dimensions
>
> Can anybody see what is wrong and what I need to do different?
>
> Thanks,
> Anne Hertel
>
>
> ------------------------------------------------------------
> Anne M. K. Hertel
> Grad. Student & Research Assistant
> Department of Atmospheric Sciences
> University of Illinois at Urbana-Champaign
> Annex II, room 204
> Phone: (217) 333 6296
>
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