[R] time series, uneven length

joel.green joel.green at live.co.uk
Wed Aug 8 14:53:51 CEST 2012


I have 4 univariate time series that I believe have correlation between them,
I want to create a VAR model between them all.  

However I have an issue as 3 of them are the same length, however the 4th is
smaller.  meaning that i cannot use the 4th variable , is there anyway R can
get round this issue?

> length(tstemp)
[1] 746
> length(tspres)
[1] 746
> length(tswind)
[1] 746
> length(tsozon)
[1] 658

> ccf(tstemp,tsozon)
Error in ccf(tstemp, tsozon) : univariate time series only

thanks





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