[R] how to study the lead and lag relation of two time series?

Michael comtech.usa at gmail.com
Thu Jan 22 02:17:46 CET 2009


Hi all,

Is there a way to study the lead and lag relation of two time series?

Let's say I have two time series, At and Bt. Is there a systematic way
of concluding whether it's A leading B or B leading A and by how much?

Thanks!




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