[R] Partial Cross Correlation

[Don McKenzie]

?pacf

On 11-Mar-11, at 9:42 AM, Kevin Boggs wrote:

> Does anyone know of any R code for computing partial cross- 
> correlation?  I have examples of cross correlation functions (ccfs)  
> that are not smooth but rather consist of a peak of several high  
> values in consecutive lags, with sharp drops on either side.  This  
> indicates that y(t) is a function of some average of x(t-tau) at  
> the set of lags tau over which the ccf is high.  I could sort out  
> these behaviors more precisely with ccf and partial ccf.  I just  
> don't know how to compute the partial ccf in R.
>
> Thanks,
> Kevin
>
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>
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Don McKenzie, Research Ecologist
Pacific WIldland Fire Sciences Lab
US Forest Service

Affiliate Professor
School of Forest Resources, College of the Environment
CSES Climate Impacts Group
University of Washington

desk: 206-732-7824
cell: 206-321-5966
dmck at uw.edu
donaldmckenzie at fs.fed.us