Try a search on
"cross correlation" "time series"

HTH,
Jim Porzak
TGN.com
San Francisco, CA
http://www.linkedin.com/in/jimporzak
use R! Group SF: http://ia.meetup.com/67/


On Wed, Jan 21, 2009 at 5:17 PM, Michael <comtech.usa@gmail.com> wrote:

> Hi all,
>
> Is there a way to study the lead and lag relation of two time series?
>
> Let's say I have two time series, At and Bt. Is there a systematic way
> of concluding whether it's A leading B or B leading A and by how much?
>
> Thanks!
>
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> and provide commented, minimal, self-contained, reproducible code.
>

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