Hi Megan,
Answer for you third question. This function will return the maximum CCF
value along with corresponding lag value. Input to this function are a and b
which are nothing but two time series.
Find_Max_CCF<- function(a,b)
{
d <- ccf(a, b, plot = FALSE)
cor = d$acf[,,1]
lag = d$lag[,,1]
res = data.frame(cor,lag)
res_max = res[which.max(res$cor),]
return(res_max)
}
--
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