try this
?which.max
Nikhil Kaza
Asst. Professor,
City and Regional Planning
University of North Carolina
nikhil.l...@gmail.com
On Apr 27, 2010, at 11:42 PM, vikrant wrote:
Hi All,
Suppose I have 2 time series
a = 1:20
b = 5:15
and I am finding the cross correlation between these two time series
using
CCF function.
c = ccf(a,b)
print(c)
Autocorrelations of series ‘X’, by lag
-7 -6 -5 -4 -3 -2 -1 0 1
2 3
4 5 6 7
-0.358 -0.255 -0.110 0.070 0.278 0.507 0.750 1.000 0.750
0.507 0.278
0.070 -0.110 -0.255 -0.358
it will give me the correlation coefficient (r) with corrsponding
lags.
My Question is how to find the value of maximum correlation
coefficient
with the corrsponding lag.
here in this case its r = 0.75 with lag = 0
how to get this valus in a vector or variable?
--
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