This is what I get. > ccf(do1,dr1) Errore in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : valore mancante nell'oggetto #italian translation of 'missing values in object' > ccf(do1,dr2) Errore in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : valore mancante nell'oggetto #italian translation of 'missing values in object'
Could the problem be in a different version of the ccf function i have? David Winsemius wrote: > > When I remake those variables and try ccf(do1,dr1), the plot appears > reasonable. What problem were you experiencing? It looks as though > your method of differencing (whatever it was) offset the date > registration of the zoo series in dr2, but ccf(do1, dr2) still does > not appear to choke on that input. > > -- > David > > On Apr 21, 2009, at 4:06 PM, manta wrote: > >> DW: Modifications of that output to reconstruct the series: > >> >> do1 <- structure(c(0.0800000000000018, 0.009999999999998, >> 0.170000000000002, >> -0.0300000000000011, 0, 0.629999999999999, -0.319999999999997, >> -0.430000000000003, -0.469999999999999, -0.359999999999999), index = >> structure(c(9497, >> 9498, 9499, 9500, 9503, 9504, 9505, 9506, 9507, 9510), class = >> "Date"), >> class = "zoo"); > >> >> dr1 <- structure(c(0.000581439553993701, -0.00237250002417344, >> -0.00728359151384361, >> 0.00745364483017663, -0.000700422111259091, -0.00100249660582796, >> 0.00198943708754806, 0.000342959230417050, -0.00113732213621109, >> -0.00205039624417003), index = structure(c(9497, 9498, 9499, >> 9500, 9503, 9504, 9505, 9506, 9507, 9510), class = "Date"), class = >> "zoo"); > >> >> dr2 <- structure(c(-0.00295393957816714, -0.00491109148967017, >> 0.0147372363440202, >> -0.00815406694143572, -0.000302074494568871, 0.00299193369337603, >> -0.00164647785713101, -0.00148028136662814, -0.000913074107958933, >> -0.00247839573899256), index = structure(c(9498, 9499, 9500, >> 9503, 9504, 9505, 9506, 9507, 9510, 9511), class = "Date"), class = >> "zoo") > >> >> >> total number of observations is 3393 for the original data set (i.e. >> for do1 >> is 3392, for do2 is 3391 and so on) >> >> >> >> David Winsemius wrote: >>> >>> 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 >>>> > > >>>> In response to "??" > >>>> 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. >>>>> > > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/Cross-Correlation-function-%28CCF%29-issues-tp23145411p23165218.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.