[R] Vector Autocorrelation Function in R?

Stefan Grosse singularitaet at gmx.net
Fri Jan 23 11:00:21 CET 2009


Andreas Klein schrieb:
> Hello.
>
>
> Does anyone know, if there is a function in R to compute the vector autocorrelations?
>
>   
?ccf on bivariate time series.

+ have a look at the vars package though I am not sure what exactly you
are trying.

hth
Stefan



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