[R] Lineair regression modelling between time series //correlation analysis

[Jan Verbesselt]

Dear R specialists,

I'm working with time series and want to investigate the relationship
between two time series by correlation analysis or by fitting a gen.
lineair model to the plot of x(timeserie1) and y(timeserie2).

Lin1 <- data.frame(
        Nr = c(1:lengte),
        NDII = window(ts.mNDII,c(1998,10),c(2003,11)),
        InvERC = window(Inv.ERC,c(1998,10),c(2003,11))
        )

summary(glm(NDII ~ InvERC, data=Lin1, family=gaussian(link ="identity")))

Error in "storage.mode<-"(`*tmp*`, value = "double") : 
        invalid time series parameters specified

How can I solve this error?

Are there specific functions which I can use to investigate the
relationship between two time series? (object ts is ok) ....Does somebody
has some examples of how to solve this statistical problem? ARIMA, AR,
ACF of the package "ts" for time series analysis

Thanks a lot,
Best regards,
Jan Verbesselt