# Lags in Cross-Correlation function

Having the following CCF from the residuals of 2 modelled series, which lags should be taken into account to explain how positively or negatively $$x_t$$ and $$y_t$$ are correlated?

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• Thank you for answering. The second plot is the same ccf but with lag.max=250 instead of lag.max=12 as in the first plot. In the case lag.max=250, there are more positive lags crossing blue lines than negative. Therefore my question is about if having a total of 400 observations which lag.max I have to evaluate. See that in the first plot there aren't enough positive lags to say that $x_t$ is positively correlated to $y_t$ as in the second, which come from the same ccf. – fina May 5 at 8:58