Hi all,
I am getting different results from ccf and cor,
Here is a simple example:
set.seed(100)
N <- 100
x1 <- sample(N)
x2 <- x1 + rnorm(N,0,5)
ccf(x1,x2)$acf[ccf(x1,x2)$lag == -1]
cor(x1[-N], x2[-1])
Results:
> ccf(x1,x2)$acf[ccf(x1,x2)$lag == -1]
[1] -0.128027
> cor(x1[-N], x2[-1])
[1] -0.1301427
Thanks,
Tal
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