R help - Jun 2006 - QUERY: correlation between two time series

I am writing on the behalf of a colleague. 
 
She needs to evaluate the correlation between two time series. 
How can this be performed through R? (how many types of correlations can be
performed and which are the commands to do it?)
 
thank you for your help and attention
Stefano

Stefano Sofia <stefano.sofia <at> regione.marche.it> writes:
> 
> I am writing on the behalf of a colleague. 
> 
> She needs to evaluate the correlation between two time series. 
> How can this be performed through R? (how many types of correlations can be
performed and which are the
> commands to do it?)
> 
  This question is too broad, and the first answer is
the usual "please read the
posting guide/documentation/etc." -- as a start, try 

?cor
help.search("correlation")
help.search("time series")

RSiteSearch( etc. )

  taking a wild guess at your friend's statistical issue,
she might needs to estimate cross-correlations between
the series in the presence of autocorrelation in each time
series, which is typically done using a multiple ARMA
model:

http://finzi.psych.upenn.edu/R/Rhelp02a.new/archive/24612.html

suggests that the dse bundle has such capabilities.

  This list is *not* a general-purpose statistics query list, but
if your friend (or you) submitted a much more careful description
of the problem, and showed more evidence of (1) having a good idea
of the general statistical background of the problem (e.g. "I think
model X would be appropriate based on reading the literature in
my area but I can't figure out whether R can do it" or 
"everyone in my field uses model X but it's not appropriate
in this case because ...") and (2) having tried to use the existing
R documentation (RSiteSearch, etc.) to find the answers to your
questions --- then you'd be much more likely to get a useful
response, even if it was not strictly an R question.

  Ben Bolker