Yes, but you'll need to learn vector (multivariate) time series methods. See,
perhaps firstly, B Pfaff's book and corresponding R packages. It's dense, but
not too long and will get you going the right way. Terms like VAR and VECM will
help guide your googling
Michael
On Oct 25, 2012, at 8:34 AM, <james.fo...@diamond.ac.uk> wrote:
> Apologies in advance for the basic nature of my question.
> I've never worked with time series, but I am, at present, dealing
> with evolution in time of certain scalar quantities.
>
> By looking at the plots, scalar quantity vs time, for several of these
> quantities, I am observing a correlation of "events" happening at specific,
> non-regularly spaced instants of time. The fact of observing them in all
> plots, to me means that they are due to some kind of objective physical
> cause.
>
> My question is: are there well known and effective methods in time series
> analysis
> to extract such occurrences from multiple series? Is there any package in R
> that deals
> with this?
>
> Kind regards,
>
> J
>
> --
> This e-mail and any attachments may contain confidential...{{dropped:8}}
>
> ______________________________________________
> 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.
