On Wed, Aug 8, 2012 at 7:53 AM, joel.green <joel.gr...@live.co.uk> wrote: > 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 >
Good morning Joel, I'm afraid it's not the length issue that gives the error: x <- ts(rnorm(746)); y <- ts(rnorm(646)); ccf(x, y) but rather that one of your series is actually multivariate already (i.e., has multiple columns) -- check NCOL(x) for each of them and you'll find the problem. If that doesn't help, try to work up a reproducible example as described here: http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example Cheers, Michael > 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. ______________________________________________ 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.
