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...the error message Error in na.fail.default(ts.intersect(as.ts(x), as.ts(y))) : missing values in object So i found that somebody suggested to type ccf(x,y,lag.max=20,type="correlation",na.action=na.contiguous,plot=FALSE) but in this case I can only get the cross-correlations for four lagsm whatever series i plug in the ccf functions (i.e. it's not a matter of the particular series) Any suggestions? -- View this message in context: http://www.nabble.com/Cross-Correlation-function-%28CCF%29-issues-tp23145411p23145411.html Sent from the R help mailing list archive at Nabble.com.