I have 4 univariate time series that I believe have correlation between them, I want to create a VAR model between them all.
However I have an issue as 3 of them are the same length, however the 4th is smaller. meaning that i cannot use the 4th variable , is there anyway R can get round this issue? > length(tstemp) [1] 746 > length(tspres) [1] 746 > length(tswind) [1] 746 > length(tsozon) [1] 658 > ccf(tstemp,tsozon) Error in ccf(tstemp, tsozon) : univariate time series only thanks -- View this message in context: http://r.789695.n4.nabble.com/time-series-uneven-length-tp4639582.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
