ccf2 {astsa} | R Documentation |
Produces a nice graphic (and only a plot) of the sample CCF of two time series.
ccf2(x, y, max.lag = NULL, main=NULL, ylab="CCF", na.action = na.pass, ... )
x, y |
univariate time series. |
max.lag |
maximum lag for which to calculate the CCF. |
main |
plot title - if NULL, uses x and y names. |
ylab |
vertical axis label; default is 'CCF'. |
na.action |
how to handle missing values; default is |
... |
additional arguments passed to |
This will produce a graphic of the sample corr[x(t+lag), y(t)]
from -max.lag
to max.lag
.
D.S. Stoffer
http://www.stat.pitt.edu/stoffer/tsa4/ and http://www.stat.pitt.edu/stoffer/tsda/