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2014 Nov 04
1
[R] Calculation of cross-correlation in ccf
...roach naturally speeds up the computations, but is it really correct? Is the approach used in ccf somehow statistically more correct? I suppose the strong increasing trend in my test data emphasizes this issue (leaving data points out from one end has big impact on the average).
Best regards,
Sami Toppinen
sami.toppinen at kolumbus.fi