[R] ccf

Prof. Brian Ripley ripley at stats.ox.ac.uk
Mon Mar 31 11:46:38 CEST 2003

On Mon, 31 Mar 2003, Martin Wegmann wrote:

> Hello,
> I am looking for a command for cross correlation like ccf but which
> computes the cross-correlation of more than two (in my case 1800)
> series.

acf on multiple time series does this.

Note that you can always do it pairwise via ccf.

I very much doubt that the cross-correlations on 1800 series make 
statistical sense, though.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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