Transfer function analisys
On Sat, 21 May 2005, Stefano Colucci wrote:
Good morning, (sorry for my english) how can i estimate the transfer function for Time series analysis? exist a command? i obtained only prewhitened time series. if i launch acf() for prewhitened time series i obtain ACF for single series and cross-correlation for series1-series2 and series2-series1. If i want only cross-correlation series2-series1, how do i do?
?ccf (on the same help page as acf!)
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595