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Need help for calculating cross-correlation between 4 multivariate time series data
2008 Mar 05
1
Need help for calculating cross-correlation between 4 multivariate time series data
...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, Rm 335A 500 D. W. Brooks Drive Athens, GA 30602-7394 ph 404-578-6790 2091 south Miledge Ave Apt A6, Athens, GA-30605. phone: 706-850-0056 [[alternative HTML version deleted]]