[R] ccf question

[Kjetil Brinchmann Halvorsen]

John Sibert wrote:

> Can someone please verify the interpretation of lag in the ccf 
> function in the ts package.
> Suppose ccf(x,y).
> Do negative lags indicate that the events in x precede the events in y 
> and positive lags indicate that events in y precede events in x?
> Thanks,
> John
>
>
This you ncan answer for yourself by doing
x <- rnorm(200)
ccf(x, lag(x), na.action=na.omit)


and seing the value 1 at lag 1.

Kjetil halvorsen
 

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Kjetil Halvorsen.

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