[R] cross-correlations

[Prof Brian Ripley]

On Thu, 2 Sep 2004, Molins, Jordi wrote:

> I have been looking around in past helps about cross-correlations for a set
> of n time series.
> 
> Although you can do it by yourself calculating the out-of-the-diagonal terms
> in the cross correlation matrix by using pairwise combinations of ccf and
> the diagonal terms by using acf, this does not seem a very practical way of
> doing things. Does anybody know a function that gives directly the
> cross-correlation matrix?

acf!  There is even an example in its examples.  (BTW, it is a 3D array,
for you have a matrix at each lag.)

Please do read the posting guide and follow its advice about doing your 
homework.

-- 
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