[R] cross correlation of filtered Time series

[Sudheer Joseph]

Thank you,
                 May I know the reason for keeping frequency as 60, the package says  it expects frequency in hertz, how does it work if I input daily data?. The correlation max shown by the plot is at around 55 -ve lag (0.36). which is not the actual case, so there is some thing which I am not understanding in this case.
With best regards,
Sudheer




________________________________________
From: Giorgio Garziano [giorgio.garziano at ericsson.com]
Sent: Tuesday, January 12, 2016 9:38 PM
To: r-help at r-project.org
Cc: Sudheer Joseph
Subject: Re: [R] cross correlation of filtered Time series

Hello,

I think that the package “seewave” may help you. See corenv() function.

https://cran.r-project.org/web/packages/seewave/seewave.pdf


library(seewave)
sst.ts <- ts(dc$sst, frequency=60)
t2m.ts <- ts(dc$t2m, frequency=60)
corenv(sst.ts, t2m.ts)
corenv.res <- corenv(sst.ts, t2m.ts, plot=FALSE)
corenv.res

Best,

--
GG





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