R help - Mar 2011 - Partial Cross Correlation

Does anyone know of any R code for computing partial cross-correlation?  I have
examples of cross correlation functions (ccfs) that are not smooth but rather
consist of a peak of several high values in consecutive lags, with sharp drops
on either side.  This indicates that y(t) is a function of some average of
x(t-tau) at the set of lags tau over which the ccf is high.  I could sort out
these behaviors more precisely with ccf and partial ccf.  I just don't know
how to compute the partial ccf in R.

Thanks,
Kevin

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?pacf

On 11-Mar-11, at 9:42 AM, Kevin Boggs wrote:
> Does anyone know of any R code for computing partial cross- 
> correlation?  I have examples of cross correlation functions (ccfs)  
> that are not smooth but rather consist of a peak of several high  
> values in consecutive lags, with sharp drops on either side.  This  
> indicates that y(t) is a function of some average of x(t-tau) at  
> the set of lags tau over which the ccf is high.  I could sort out  
> these behaviors more precisely with ccf and partial ccf.  I just  
> don't know how to compute the partial ccf in R.
>
> Thanks,
> Kevin
>
> 	[[alternative HTML version deleted]]
>
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