search for: ccfs

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...

...,0,1),10,3), names=c("Juan", "Tuey", "Trey"), frequency=4) So now, as I start to explore these series, if I do everything at once, the names stay attached to the series. For example, plot(x) # gives a plot of the series with their names acf(x) # gives the ACFs & CCFs with names attached But if I want to explore what's going on with Juan, from what I can gather, I have to do something like this plot(x[,1]) (or acf(x[,1])... or similar things) but this doesn't keep the name Juan. My question: Is there a way, without making a data frame [which seems to...

Hi all, I would like to know whether there is any function in R were i can find the cross-correlation of two or more multivariate (time series) data. I tried the function ccf() but it seems like to have two univariate datasets. Please let me know. sincerely, sandeep -- Sandeep Joseph PhD Post Doctoral Associate Center for Tropical & Emerging Global Diseases Paul D. Coverdell Center,