[R] Help regarding Time Series: CCF Function

[David Winsemius]

On Oct 12, 2010, at 9:38 PM, Addi Wei wrote:

>
> Looking at 2 sets of time series data. Code below:
>
>> houst = read.table("C:/Documents/HOUST.txt",header=F)
>> houst = ts(houst, start = 1976,frequency = 12)
>> mortg = read.table("C:/Documents/mortg.txt",header=F)
>> mortg = ts(mortg, start = 1976,frequency = 12)
>
> The data for houst looks like:
> 1367
> 1538
> 1421
> 1395
> 1459
> 1495
> 1401
> 1550
> ......so on
>
> The data for mortg looks like:
> 9.02
> 8.81
> 8.76
> 8.73
> 8.77
> 8.85
> 8.93
> 9.00
> 8.98
> 8.93
> ......so on
>
> When I try to run:
>> ccf(mortg, houst)
> Error in ccf(mortg, houst) : univariate time series only

Have you tried:

both <- ts(matrix(c(mortg[1], houst[1]), ncol=2), frequency=12)
ccf(both)

Just a guess ...  in the absence of a reproducible example.

--  
David.
>
> I get the error above.....I am trying to graph the cross-correlation
> function of mortg and houst.  Why am I getting the above error?  How  
> do I
> correct this?   Thank you.
>
> -- 
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>
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David Winsemius, MD
West Hartford, CT