Hi
I've to find the correlation of a variable and lag of other variable.
My code currently looks like this
y= 32 1 45 26 33 55 15 24 31 78
x=51 69 96 67 71 89 61 42 78 24
lagTimes=2
i want to find the correlation between y and Lag(x,1) and Y &Lag(x,2)
i'm using loop to find the lag and then finding correlation
If there are more variables and need to find the correlation lag with y it
takes a lot of time.
can anyone help
-----
Thanks in Advance
Arun
--
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finding correlation for lagged values
2 messages · arunkumar1111, R. Michael Weylandt
? ccf Best, Michael
On Wed, Aug 1, 2012 at 7:46 AM, arunkumar1111 <akpbond007 at gmail.com> wrote:
Hi
I've to find the correlation of a variable and lag of other variable.
My code currently looks like this
y= 32 1 45 26 33 55 15 24 31 78
x=51 69 96 67 71 89 61 42 78 24
lagTimes=2
i want to find the correlation between y and Lag(x,1) and Y &Lag(x,2)
i'm using loop to find the lag and then finding correlation
If there are more variables and need to find the correlation lag with y it
takes a lot of time.
can anyone help
-----
Thanks in Advance
Arun
--
View this message in context: http://r.789695.n4.nabble.com/finding-correlation-for-lagged-values-tp4638663.html
Sent from the R help mailing list archive at Nabble.com.
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