The problem is that I was doing that for the tiny sample objects. So I really have no clue about
David Winsemius wrote: > > > If you were doing that with the full sized do1 and dr1, then my guess > would be different data as the root cause. If you were doing this on > the tiny sample objects that I created from your dput output, then I > don't have an answer, since there were no missing values in those > objects. > > -- > David Winsemius > > > On Apr 21, 2009, at 5:21 PM, manta wrote: > >> >> 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. > > 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-tp23145411p23165521.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.