bug in ccf (PR#8893)
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 trimming the ends.
On Tue, 23 May 2006, KjetilBrinchmannHalvorsen at gmail.com wrote:
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.default(as.ts(x)) : missing values in object
sessionInfo()
Version 2.3.0 (2006-04-24)
i386-pc-mingw32
attached base packages:
[1] "methods" "stats" "graphics" "grDevices" "utils"
"datasets" "base"
other attached packages:
zoo clim.pact akima ncdf
"1.0-6" "2.2-1" "0.5-1" "1.5"
Kjetil
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