Dear readers, S-Plus have a rts function (Regular Time Series), which is used like so: fveks<-read.csv('http://louise.hoffman.googlepages.com/veks.csv',header=TRUE,sep=',') attach(fveks) acf(ts.intersect(rts(HC.f),rts(Ta.f),rts(GR.f),rts(W.f))) Warning the csv file is 750kB. Can the same be done in R? Lots of love =) Louise