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

Brian G. Peterson brian at braverock.com
Fri Feb 19 23:50:03 CET 2010

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
Ph: 773-459-4973
IM: bgpbraverock

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