[R] Transfer function analisys

From: Stefano Colucci <stefano.colucci1_at_libero.it>
Date: Sat 21 May 2005 - 19:25:14 EST


Good morning,

(sorry for my english)

how can i estimate the transfer function for Time series analysis? exist a command?

i obtained only prewhitened time series. if i launch acf() for prewhitened time series i obtain ACF for single series and cross-correlation for series1-series2 and series2-series1.

If i want only cross-correlation series2-series1, how do i do?

thank you very much
Stefano Colucci

        [[alternative HTML version deleted]]



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat May 21 19:29:56 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:59 EST