R help - Mar 2003 - ccf

Hello,

I am looking for a command for cross correlation like ccf but which
computes the cross-correlation of more than two (in my case 1800)
series.

any ideas? thanks a lot in advance, Cheers Martin

--
Martin Wegmann
Department of Animal Ecology and Tropical Biology
Zoology III, Biocenter
Am Hubland
97074 W?rzburg
Germany
0931/888-4378
wegmann at biozentrum.uni-wuerzburg.de
m.wegmann at web.de

On Mon, 31 Mar 2003, Martin Wegmann wrote:
> Hello,
> 
> I am looking for a command for cross correlation like ccf but which
> computes the cross-correlation of more than two (in my case 1800)
> series.
acf on multiple time series does this.

Note that you can always do it pairwise via ccf.

I very much doubt that the cross-correlations on 1800 series make 
statistical sense, though.

-- 
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