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How do I use R to cross correlate between two time series to find a time lag and shift one time seri

2006-08-03 14:12:50, Category: Programming & Design

Answers

  1. kurtbf

    On 2006-08-03 14:20:02


    About the only way I know to do that would be to shift one of the series and check for the correlations as you shift that series. R-squared gives you an indication as to how good of a correlation it is--the higher the better.