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2008 Apr 23
1
ccf and covariance
...(unfortunately, I can't seem to get a look at the ccf code, since I think it's buried in some C function outside of the main environment) Thanks very much. --Bob Farmer PhD candidate, Dalhousie University Halifax, NS, Canada Example: d1<-data.frame(matrix(ldeaths, nrow = 6, byrow = T)) seventy_4<-as.numeric(d1[1,]) seventy_5<-as.numeric(d1[2,]) ccf(x=seventy_4, y=seventy_5, plot = F, lag.max = 0, type = "covariance" ) cov(seventy_4, seventy_5) #inconsistent ccf(x=seventy_4, y=seventy_5, plot = F, lag.max = 0, type = "correlation" ) cor(seventy_4, seventy_5)...