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:
> 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)
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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