Displaying 1 result from an estimated 1 matches for "tp23145411p23156769".
2009 Apr 20
2
Cross-Correlation function (CCF) issues
Dear all,
I have two series of returns and I want to find the cross-correlations
between these two series. I know of the ccf, but it does not work as I'd
like
if i type
ccf(x,y,lag.max=20,type="correlation",plot=FALSE)
i got 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