[R] Difference between two time series

R. Michael Weylandt michael.weylandt at gmail.com
Wed Nov 16 05:30:08 CET 2011


Can you post working examples of your data using the dput() function?
There are so many types of time series in R and so many different
things you could mean that it's just easier to work with real data.

Michael

On Tue, Nov 15, 2011 at 4:28 PM, Sarwarul Chy <sarwar.shabuj at gmail.com> wrote:
> 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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