Displaying 1 result from an estimated 1 matches for "seventy_5".
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seventy_4
2008 Apr 23
1
ccf and covariance
...to get a look at the ccf code, since I
think it's buried in some C function outside of the main environment)
Thanks very much.
--Bob Farmer
PhD candidate, Dalhousie University
Halifax, NS, Canada
Example:
d1<-data.frame(matrix(ldeaths, nrow = 6, byrow = T))
seventy_4<-as.numeric(d1[1,])
seventy_5<-as.numeric(d1[2,])
ccf(x=seventy_4, y=seventy_5,
plot = F, lag.max = 0, type = "covariance"
)
cov(seventy_4, seventy_5) #inconsistent
ccf(x=seventy_4, y=seventy_5,
plot = F, lag.max = 0, type = "correlation"
)
cor(seventy_4, seventy_5) #consistent