R help - Mar 2007 - Difference between two time series

Hi R Users! 
   
  Thanks in advance.
   
  I am using R 2.4.1 on windows XP.
   
  I have a series of (x[i,t], y[i,t]), say i = 1, 2, ......, n and t = t1, t2,
......, tT. The n is large in number.
  
The series y[i,t] is constructed from x[i,t] using moving average of order o
(say o = 30 days).
   
  I am trying to extract m (m << n) series where:
   
  The difference between x[i,t] and y[i,t] (ie, x[i,t] - y[i,t]) is in
increasing order over the last d days (say d= 30 days).
   
  Is there any package in R can do this? Any further advice is highly
appreciated.
   
  Once again, thank you very much for the time you have given.
  
Regards,
  
Deb
   

 
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Hello,

Can you please help me with this? I am also stack in the same problem.

Sam 

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