Here you are dput(do1[1:10]) 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") dput(dr1[1:10]) 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") dput(dr2[1:10]) 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 >> >> >> 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. >> >> ______________________________________________ >> 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-tp23145411p23163878.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.