[R] Transfer function analisys

Prof Brian Ripley ripley at stats.ox.ac.uk
Sat May 21 12:07:06 CEST 2005

On Sat, 21 May 2005, Stefano Colucci wrote:

> Good morning,
> (sorry for my english)
> how can i estimate the transfer function for Time series analysis?
> exist a command?
> i obtained only prewhitened time series.
> if i launch acf() for prewhitened time series i obtain ACF for single series and cross-correlation for series1-series2 and series2-series1.
> If i want only cross-correlation series2-series1, how do i do?

?ccf  (on the same help page as acf!)

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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