[R] Cross-correlation between two time series data

[Juni Joshi]

   Hi all,

   I  have  two  time  series  data  (say  x  and  y). I am interested to
   calculate the correlation between them and its confidence interval (or
   to  test  no  correlation). Function cor.test(x,y) does the test of no
   correlation. But this test probably is wrong because of autocorrelated
   data.

   ccf()  calculates the correlation between two series data. But it does
   not  provide  the  confidence intervals of cross correlation. Is there
   any  function  that  calculates the confidence interval of correlation
   between  two  time  series data or performs the test of no correlation
   between two time series data.

   Thanks.

   Jun