R help - Jul 2010 - ccf function

Hello,
I am a very new R user and not a statistician so please excuse any over 
explanation, I'm just trying to be as clear as possible.

I have performed a cross correlation of two time series (my columns) in a single
data setusing:

ccf(ts(A[rows,columnX]),(A[rows,columnY]), lag=NULL,
type="correlation",plot=F)

I?am able to get the results (for example):

Autocorrelations of series ?X?, by lag

?? -14??? -13??? -12??? -11??? -10???? -9???? -8???? -7???? -6???? -5???? -4 
-0.128 -0.126 -0.109 -0.087 -0.060 -0.035 -0.002? 0.027? 0.064? 0.106? 0.157 
??? -3???? -2???? -1????? 0????? 1????? 2????? 3????? 4????? 5????? 6????? 7 
?0.201? 0.255? 0.293? 0.314? 0.261? 0.196? 0.117? 0.029 -0.059 -0.131 -0.169 
???? 8????? 9???? 10???? 11???? 12???? 13???? 14 
-0.184 -0.277 -0.343 -0.368 -0.373 -0.358 -0.335 ?? 

My questions are these:

1)?When I set a NULL value to the lag.max, does that assume k-1 of time?? or if 
I have, for example, 50 time frames do I have assert lag.max=49 (as?k-1)?
2) How do I read the results?? when I plot the above the first value that shows 
significance is 0.293 at -1.?? Does that mean at that lag X leads Y? I am 
specifically trying to resolve if X leads Y or not.
3) Lastly, is there a function that will pull out the first maximum/significant 
value?? I tried which.max(x), max(x) and nothing seems to be working.

All ideas are appreciated.? I apologize for the simple questions.... but you 
have to start somewhere!

Megan

Hi Megan,

Answer for you third question. This function will return the maximum CCF
value along with corresponding lag value. Input to this function are a and b
which are nothing but two time series.



Find_Max_CCF<- function(a,b)
{
 d <- ccf(a, b, plot = FALSE) 
 cor = d$acf[,,1]
 lag = d$lag[,,1]
 res = data.frame(cor,lag) 
 res_max = res[which.max(res$cor),]
 return(res_max)
}
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