Re: [R] ccf question

From: Kjetil Brinchmann Halvorsen <kjetil_at_acelerate.com>
Date: Fri 10 Sep 2004 - 23:17:25 EST

John Sibert wrote:

> Can someone please verify the interpretation of lag in the ccf
> function in the ts package.
> Suppose ccf(x,y).
> Do negative lags indicate that the events in x precede the events in y
> and positive lags indicate that events in y precede events in x?
> Thanks,
> John
>
>
This you ncan answer for yourself by doing x <- rnorm(200)
ccf(x, lag(x), na.action=na.omit)

and seing the value 1 at lag 1.

Kjetil halvorsen  

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-- 

Kjetil Halvorsen.

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               --  Mahdi Elmandjra

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Received on Fri Sep 10 23:44:59 2004

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