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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>
>
--
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)
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