Cross Correlation
Produces a nice graphic of the sample CCF of two time series. The actual CCF values are returned invisibly.
ccf2(x, y, max.lag = NULL, main=NULL, ylab="CCF", na.action = na.pass, ... )
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 |
... |
additional arguments passed to |
This will produce a graphic of the sample corr[x(t+lag), y(t)] from -max.lag to max.lag. Also, the (rounded to 3 digits) values of the CCF are returned invisibly.
D.S. Stoffer
( ccf2(soi, rec) ) # now you see it ccf2(soi, rec) # now you don't
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