[R] Comparing two time series?

Robert Lundqvist Robert.Lundqvist at ltu.se
Thu Apr 27 16:43:38 CEST 2006

I have got pairs of time series, where one usually is shorter (n typically
about 5400) than the other (n typically about 52000). I would like to
calculate the ccf for these series, but I haven't found a smart way to let
the shorter "slide" along the longer one in steps.

Manually splitting the longer series into shorter ones of the same length
as the shorter is possible, but tedious. Any suggestions, either for doing
it (i e the ccf calculations for series of different lengths) in one round
or for doing a split of a long series into shorter pieces? (I know I have
seen a description of the later in the documentation, but now I can't
find where it was...)


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