Stefano Sofia <stefano.sofia <at> regione.marche.it> writes: > > I am writing on the behalf of a colleague. > > She needs to evaluate the correlation between two time series. > How can this be performed through R? (how many types of correlations can be performed and which are the > commands to do it?) >
This question is too broad, and the first answer is the usual "please read the posting guide/documentation/etc." -- as a start, try ?cor help.search("correlation") help.search("time series") RSiteSearch( etc. ) taking a wild guess at your friend's statistical issue, she might needs to estimate cross-correlations between the series in the presence of autocorrelation in each time series, which is typically done using a multiple ARMA model: http://finzi.psych.upenn.edu/R/Rhelp02a.new/archive/24612.html suggests that the dse bundle has such capabilities. This list is *not* a general-purpose statistics query list, but if your friend (or you) submitted a much more careful description of the problem, and showed more evidence of (1) having a good idea of the general statistical background of the problem (e.g. "I think model X would be appropriate based on reading the literature in my area but I can't figure out whether R can do it" or "everyone in my field uses model X but it's not appropriate in this case because ...") and (2) having tried to use the existing R documentation (RSiteSearch, etc.) to find the answers to your questions --- then you'd be much more likely to get a useful response, even if it was not strictly an R question. Ben Bolker ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html