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2013 Jan 29
1
ccf (cross correlation function) problems
...t the data of y from 1990
to 2010, the graphic has a opposite trend, i.e. when the variable x was
high in the 1986, the variable y was low in 1990 and so on until the end of
the time series.
Consequently I aspect that the two time series are correlated with a
negative correlation value.
Namely:
Yyear=f(xyear-Lag).
And corr has a negative value.
I write here the script I have performed in R.
a)
x<-c(105.3381,126.2792,121.7298,110.35,133.1647,140.5724,183.8853,177.0154,181.2147,186.4154,209.6958,205.029
2,184.9683,
222.9683,219.8538,268.1029,249.1545,228.942,198.2119,171.0913,146.346,16...