G'day Patrick,
On Tue, 16 Jan 2024 09:19:40 +0100
Patrick Giraudoux wrote:
[...]
> So far so good, but when I lag one of the series, I cannot find the
> same correlation as with ccf
>
> > cor(x[1:(length(x)-1)],y[2:length(y)]) [1] -0.7903428
>
> ... where I expect -0.668 based on ccf
>
> Ca
Dear listers,
I am working on a time series but find that for a given non-zero time
lag correlations obtained by ccf and cor are different.
x <- c(0.85472102802704641, 1.6008990694641689, 2.5019632258894835,
2.514654801253164, 3.3359198688206368, 3.5401357138398208,
2.6304117871193538, 3.66940
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