In time-aligning the two series there will be missing values, and you
cannot compute a ccf for series with missing values, hence the problem.
ccf(x, y, na.action=na.contiguous) works.
I guess that using ts.intersect rather than ts.union would be a simple
workaround for this by automatically trim
This is R 2.3.0 from CRAN, windows XP.
The following looks like a bug in ccf():
> x <- ts(rnorm(100), start=1)
> y <- ts(rnorm(120), start=3)
> ccf(x,y)
Erro en na.fail.default(ts.union(as.ts(x), as.ts(y))) :
missing values in object
> ccf(x,y, na.action=na.pass)
Erro en na.fail.defa
