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A measure of correlation between different time series, at the same or different times.

4 votes

Interpreting output from cross correlation function in R

I checked the ccf function with a small example from Box and Jenkins (1976, p 374-375). x <- as.ts(c(11,7,8,12,14)) y <-as.ts(c(7,10,6,7,10)) zz <- ccf(x,y, lag.max=3) zz which gives: Autocorrelat …
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