The dear mark leeds <markle...@verizon.net> Has pointed me that the answer to my question was in the MASS book, in page 390 Where it is said that acf works by dividing the covariance with N instead of N-t so to insure that the covariance sequence is positive definite.
Although I am not sure if to my purposes it means I should use the one over the other. Thanks again to Mark, Tal ----------------Contact Details:------------------------------------------------------- Contact me: tal.gal...@gmail.com | 972-52-7275845 Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | www.r-statistics.com (English) ---------------------------------------------------------------------------------------------- On Mon, Apr 26, 2010 at 8:49 PM, Tal Galili <tal.gal...@gmail.com> wrote: > 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 > > > > > ----------------Contact > Details:------------------------------------------------------- > Contact me: tal.gal...@gmail.com | 972-52-7275845 > Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | > www.r-statistics.com (English) > > ---------------------------------------------------------------------------------------------- > > > [[alternative HTML version deleted]] ______________________________________________ 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.