I'm new to R, statistics and time series, so I would really appreciate any help, explanations or suggestion on good readings on the topic.
I have two time series representing the number of times a word, say "election", was used on Twitter and the number of times it was used on television, in a day for a month.
I want to find the correlation between the two, but honestly I really don't know what to do. I was going to directly use ccf()
in R, but reading some other question here, I don't think this would be correct.
Are there any requirements or necessary conditions on the series to find the correlation with ccf()
? Is it the right type of correlation coefficient? Which are the step I need to perform to make it work?