[R] Cross-correlation function

[Anne Hertel]

Hello All,

I'm having trouble with the ccf() function. I am trying to do cross-correlation between two time-series, but I keep getting an error message I don't know what to do with. This what I type and the error message I get:

> ccf(ts(mod[,1]),ts(mod[,2]),na.action='na.exclude',type='cor')
Error in "colnames<-"(`*tmp*`, value = c("ts(mod[, 1])", "ts(mod[, 2])" : 
        attempt to set colnames on object with less than two dimensions

Can anybody see what is wrong and what I need to do different?

Thanks,
Anne Hertel


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Anne M. K. Hertel
Grad. Student & Research Assistant
Department of Atmospheric Sciences
University of Illinois at Urbana-Champaign
Annex II, room 204
Phone: (217) 333 6296