[R] Cross-Correlation function (CCF) issues

[David Winsemius]

We still have an inadequate characterization of the data to answe the  
question ( as I remember it from yesterday). Missing, for example, is  
any information about lengths which would seem essential since (as I  
remember) you wantted to know why the result was so short. Why not put  
in a full working example with an extract of the data. Suggest you try  
using dput as a method of creating a working example. That way we (and  
the R interpreter) would get labels and class information.

-- 
David Winsemius

On Apr 21, 2009, at 10:56 AM, manta wrote:

>
> Sorry, my bad, i did not mean to 'be mean'.
> Here are the first five observations for three variables (dr1, dr2  
> and doil)
>
> dr1
>  1996-01-02    1996-01-03    1996-01-04    1996-01-05    1996-01-08
> 0.0005814396 -0.0023725000 -0.0072835915  0.0074536448 -0.0007004221
>
> dr2
>   1996-01-03    1996-01-04    1996-01-05    1996-01-08    1996-01-09
> -0.0029539396 -0.0049110915  0.0147372363 -0.0081540669 -0.0003020745
>
> do1
> 1996-01-02 1996-01-03 1996-01-04 1996-01-05 1996-01-08
>      0.08       0.01       0.17      -0.03       0.00
>
> As you can see, dr2 is nothing but the 1st difference of dr1. In my  
> case,
> I'm trying to find out the cross-correlation between the two  
> variables do1
> and dr1 up to their 10th lag (i.e. do1 with do2, do3, ...,
> do10,dr1,dr2,...,dr10, and the same for dr1).
>
> Hope it helps,
> Marco
>
>
> David Winsemius wrote:
>>
>> Are you trying to imply that people should be able to answer a
>> question that included no data? As others have pointed out, our  
>> powers
>> of telepathy are generally less than commonly assumed.
>>
>
> -- 
> View this message in context: http://www.nabble.com/Cross-Correlation-function-%28CCF%29-issues-tp23145411p23157961.html
> Sent from the R help mailing list archive at Nabble.com.
>
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT