[R] Help with Temporal series

Bernardo Rangel Tura tura at centroin.com.br
Sun Jun 1 18:17:03 CEST 2003



Good afternoon R-masters,      
      
I am with some doubts in the R, see the script below:

m<-c(69.6,67.3,75.6,74.3,64.7,60,65.7,62.5,66.5)
d<-c(11.6,15,17.8,18.3,11.2,11,4.6,5.8,7)
year<-c(1994,1995,1996,1997,1998,1999,2000,2001,2002)
male<-ts(m,start=c(1994))
death<-ts(d,start=c(1994))
data<-data.frame(year,death,male)
require(ts)
d100<-HoltWinters(data$death,gamma=0)
m100<-HoltWinters(data$male,gamma=0)
par(mfrow=c(3,1))
plot(d100,main="Death")
plot(m100,main="Male")
ccf(male,death)

    
I have 2 doubts:    
    
1 - How to I should interpret the third graph?    
2 - Has a hypothesis test to evaluate the cross-correlation it is significant in R?
Thanks in advance

Bernardo Rangel Tura, MD, MSc
National Institute of Cardiology Laranjeiras
Rio de Janeiro Brazil




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