[R-SIG-Finance] How to find lead-lag relation in two time series?

[Brian G. Peterson]

Michael Jungle wrote:
> Any systematic way in R of doing this? [find lead-lag relation in two time series?]
>   
Lots of them.

What theory of lead-lag relationships are you trying to replicate?  On 
what type of data? 
(those are important inputs to answering what tools are available))

  - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock