On Thu, 14 Sep 2006, Werner,Arelia [PYR] wrote:
> I am trying to run a cross-correlation using the "ccf()"
function. When
> I select plot = TRUE in the ccf() I get a graph which has ACF on the
> y-axis, which would suggest that these y-values are the auto-correlation
> values.
But cross-correlations are part of the ACF for a bivariate time series, so
why do you think that is a problem?
Your example is not reproducible. However, there is a reproducible
example on the help page that looks like cross-correlations (look at the
value at lag 0). And
> ccf(mdeaths, fdeaths, ylab="ccf")
might be what you are looking for.
> How should I adjust the code to produce a plot that provides the
> cross-correlation values?
>
> Here is my code:
>
> w002dat <- read.csv("w054_1128958_08NM174.csv", header=TRUE)
> w002dat$date <- as.Date(w002dat$date,"%m/%d/%Y")
> attach(w002dat)
> w002ccfhdgw <- ccf((gwneg), (hydro), lag.max = 400, type >
c("correlation"),
> plot = TRUE, na.action = na.exclude)
>
> Thank you
>
> Arelia
>
> [[alternative HTML version deleted]]
>
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> and provide commented, minimal, self-contained, reproducible code.
PLEASE do!
--
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