R help - Sep 2004 - ccf question

Can someone please verify the interpretation of lag in the ccf function in 
the ts package.
Suppose ccf(x,y).
Do negative lags indicate that the events in x precede the events in y and 
positive lags indicate that events in y precede events in x?
Thanks,
John


____________________________________

John Sibert, Manager
Pelagic Fisheries Research Program
University of Hawaii at Manoa
1000 Pope Road, MSB 313
Honolulu, HI 96822
United States

Phone: (808) 956-4109
Fax: (808) 956-4104
____________________________________

Washington DC
Phone: (202) 861 2363
Fax: (202) 861 4767
____________________________________

PFRP Web Site:   http://www.soest.hawaii.edu/PFRP/
email:  sibert at hawaii.edu

John Sibert wrote:
> Can someone please verify the interpretation of lag in the ccf 
> function in the ts package.
> Suppose ccf(x,y).
> Do negative lags indicate that the events in x precede the events in y 
> and positive lags indicate that events in y precede events in x?
> Thanks,
> John
>
>
This you ncan answer for yourself by doing
x <- rnorm(200)
ccf(x, lag(x), na.action=na.omit)


and seing the value 1 at lag 1.

Kjetil halvorsen
 
> ____________________________________
>
> John Sibert, Manager
> Pelagic Fisheries Research Program
> University of Hawaii at Manoa
> 1000 Pope Road, MSB 313
> Honolulu, HI 96822
> United States
>
> Phone: (808) 956-4109
> Fax: (808) 956-4104
> ____________________________________
>
> Washington DC
> Phone: (202) 861 2363
> Fax: (202) 861 4767
> ____________________________________
>
> PFRP Web Site:   http://www.soest.hawaii.edu/PFRP/
> email:  sibert at hawaii.edu
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>
>

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra