[R] finding correlation for lagged values

[R. Michael Weylandt]

? ccf

Best,
Michael

On Wed, Aug 1, 2012 at 7:46 AM, arunkumar1111 <akpbond007 at gmail.com> wrote:
> Hi
>
> I've to find the correlation of a variable and lag of other variable.
>
> My code currently looks like this
>
> y= 32  1 45 26 33 55 15 24 31 78
> x=51 69 96 67 71 89 61 42 78 24
> lagTimes=2
>
>  i want to find the correlation between y and Lag(x,1) and Y &Lag(x,2)
>
> i'm using loop to find the lag and then finding correlation
>
> If there are more variables and need to find the correlation lag with y it
> takes a lot of time.
>
> can anyone help
>
>
>
> -----
> Thanks in Advance
>         Arun
> --
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