[R] Difference between two time series

Sarwarul Chy sarwar.shabuj at gmail.com
Tue Nov 15 22:28:50 CET 2011


Hello Michael, 
Thanks for your reply. What I want to do is something like this? For
example, I have a continuous time series y=x(t), and another discrete time
series z=w(t).  

Xdiff(i)=Max. difference between x(t) and w(t) in interval i

Ndiff(i)=Min. difference between x(t) and w(t) in interval i

And predict the min/max error between x(t) and w(t) over the period  between
time(t) and (t+1) 

Thanks again.

Sam

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