ccf2 {astsa}R Documentation

Cross Correlation Plot

Description

Produces a nice graphic (and only a plot) of the sample CCF of two time series.

Usage

ccf2(x, y, max.lag = NULL, main=NULL, ylab="CCF", na.action = na.pass, ... )

Arguments

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 na.pass

...

additional arguments passed to acf

Details

This will produce a graphic of the sample corr[x(t+lag), y(t)] from -max.lag to max.lag.

Author(s)

D.S. Stoffer

References

http://www.stat.pitt.edu/stoffer/tsa4/ and http://www.stat.pitt.edu/stoffer/tsda/


[Package astsa version 1.9 Index]