[R] cross-correlations

Molins, Jordi Jordi.Molins at drkw.com
Thu Sep 2 11:12:47 CEST 2004


I have been looking around in past helps about cross-correlations for a set
of n time series.

Although you can do it by yourself calculating the out-of-the-diagonal terms
in the cross correlation matrix by using pairwise combinations of ccf and
the diagonal terms by using acf, this does not seem a very practical way of
doing things. Does anybody know a function that gives directly the
cross-correlation matrix?



The information contained herein is confidential and is inte...{{dropped}}

More information about the R-help mailing list