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Time series are data observed over time (either in continuous time or at discrete time periods).

1 vote

Time series with multiple subjects and multiple variables

As I mentioned in my note above, I would treat this as a regression problem. Here is a link to constructing, in R, the lag (and lead) variables from your data (R Head). Included in the post is a brie …
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Identifying the time lag between cause and effect

I realize that this is probably a bit late, but one approach involves the use of a 1-dimensional version of Ripley's K-function. See, for example the paper by Doss or the nice introduction (and softw …
Aengus's user avatar
  • 916