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2010 Apr 13
0
ccf problem (cross-correlation)
...g?
If I pad with zeros the time points of my_serie which do not belong to
my_shifted_serie in my_shifted_serie, and viceversa:
> my_shifted_serie<-ts(sin(t),start=0+1.01,end=6.28+1.01,deltat=0.01)
> tmp<-ts.union(my_serie,my_shifted_serie)
> tmp[which(is.na(tmp[,1])),1]<-0
> my_serie_padded<-tmp[,1]
> tmp[which(is.na(tmp[,2])),2]<-0
> my_shifted_serie_padded<-tmp[,2]
and I ccf the resulting series:
> c<-ccf(my_serie_padded,my_shifted_serie_padded,200);
c[[4]][which(c[[1]]==max(c[[1]]))]
[1] -1.01
the exact shift.
Thanks for help.
Best,
Andrea
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