[R] Partial Cross Correlation

[Don McKenzie]

Belay that.  I misread the post.

On 11-Mar-11, at 12:09 PM, Don McKenzie wrote:

> ?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
>>
>> 	[[alternative HTML version deleted]]
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>
> Why does the universe go to all the bother of existing?
> -- Stephen Hawking
>
> #define QUESTION ((bb) || !(bb))
> -- William Shakespeare
>
>
>
> 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
>
>
>
>

Why does the universe go to all the bother of existing?
-- Stephen Hawking

#define QUESTION ((bb) || !(bb))
-- William Shakespeare



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