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
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