[R] time series, uneven length

[R. Michael Weylandt]

On Wed, Aug 8, 2012 at 7:53 AM, joel.green <joel.green at live.co.uk> wrote:
> 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
>

Good morning Joel,

I'm afraid it's not the length issue that gives the error:

x <- ts(rnorm(746)); y <- ts(rnorm(646)); ccf(x, y)

but rather that one of your series is actually multivariate already
(i.e., has multiple columns) -- check

NCOL(x)

for each of them and you'll find the problem.

If that doesn't help, try to work up a reproducible example as described here:

http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

Cheers,
Michael

> thanks
>
>
>
>
>
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