[R] Need help for calculating cross-correlation between 4 multivariate time series data

[David Stoffer]

You can use acf(), but it will be messy and the labeling of the plots
is confusing and perhaps misleading... check out issue number 4 
at http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm

I would recommend setting up a grid of the ccfs and you could 
automate this (i.e., write a loop)  if need be.



sandeep jose joseph wrote:
> 
> Hi all,
>          I would like to know whether there is any function in R were i
> can
> find the cross-correlation of two or more multivariate (time series) data.
> I
> tried the function ccf() but it seems like to have two univariate
> datasets.
> Please let me know.
> sincerely,
> sandeep
> 
> -- 
> Sandeep Joseph PhD
> Post Doctoral Associate
> Center for Tropical & Emerging Global Diseases
> Paul D. Coverdell Center, Rm 335A
> 500 D. W. Brooks Drive
> Athens, GA 30602-7394
> ph 404-578-6790
> 
> 2091 south Miledge Ave
> Apt A6, Athens,
> GA-30605.
> phone: 706-850-0056
> 
> 	[[alternative HTML version deleted]]
> 
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