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"ccf versus acf"
2 messages · Werner,Arelia [PYR], Brian Ripley
On Thu, 14 Sep 2006, Werner,Arelia [PYR] wrote:
I am trying to run a cross-correlation using the "ccf()" function. When I select plot = TRUE in the ccf() I get a graph which has ACF on the y-axis, which would suggest that these y-values are the auto-correlation values.
But cross-correlations are part of the ACF for a bivariate time series, so why do you think that is a problem? Your example is not reproducible. However, there is a reproducible example on the help page that looks like cross-correlations (look at the value at lag 0). And
ccf(mdeaths, fdeaths, ylab="ccf")
might be what you are looking for.
How should I adjust the code to produce a plot that provides the
cross-correlation values?
Here is my code:
w002dat <- read.csv("w054_1128958_08NM174.csv", header=TRUE)
w002dat$date <- as.Date(w002dat$date,"%m/%d/%Y")
attach(w002dat)
w002ccfhdgw <- ccf((gwneg), (hydro), lag.max = 400, type =
c("correlation"),
plot = TRUE, na.action = na.exclude)
Thank you
Arelia
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