Hi,

I am using ccf but I could not figure out how to calculate the actual lag in
number of periods from the returned results. The documentation for ccf
says:"The lag is returned and plotted in units of time". What does "units of
time" mean? For example:

> x=ldeaths
> x1=lag(ldeaths,1)
> results=ccf(x,x1)
> results

Autocorrelations of series 'X', by lag

-1.2500 -1.1667 -1.0833 -1.0000 -0.9167 -0.8333 -0.7500 -0.6667 -0.5833 -
0.5000
 -0.297   0.011   0.380   0.651   0.738   0.664   0.392  -0.011  -0.383  -
0.618
-0.4167 -0.3333 -0.2500 -0.1667 -0.0833  0.0000  0.0833  0.1667  0.2500
0.3333
 -0.693  -0.619  -0.362   0.020   0.405   0.770   0.981   0.749   0.376  -
0.004
 0.4167  0.5000  0.5833  0.6667  0.7500  0.8333  0.9167  1.0000  1.0833
1.1667
 -0.366  -0.610  -0.686  -0.602  -0.368  -0.012   0.388   0.650   0.705
0.614
 1.2500
  0.341
I see that at time unit 0.0833, the correlation is close to 1. But how do I
know time unit 0.0833 is actually lag 1? Is there a function to do the
conversion?

Thanks,

Tom

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