Hi everyone,
I have been working with the ccf function recently, and in particular to
do my calculations I have been using "na.action = na.pass". I noticed
that the help documentation mentions that with this option the computed
estimate may not be a valid autocorrelation sequence and was wondering
if anyone could clarify what this means.
In particular, the example below gives correlation values > 1 which
seems nonsensical. When is it valid to use the "na.pass" option?
> x <- c(1,2,3,4)
> y <- c(1,2,NA,4)
> ccf(x, y, na.action = na.pass, plot = F)
Autocorrelations of series ‘X’, by lag
-3 -2 -1 0 1 2 3
-0.448 -0.199 0.319 1.116 0.120 -0.209 -0.359
Thanks!
--
Dario Mavec (dario.ma...@anu.edu.au)
Fenner School of Environment & Society
College of Medicine, Biology & Environment
Australian National University
Canberra ACT 0200 AUSTRALIA
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