Try a search on "cross correlation" "time series" HTH, Jim Porzak TGN.com San Francisco, CA http://www.linkedin.com/in/jimporzak use R! Group SF: http://ia.meetup.com/67/
On Wed, Jan 21, 2009 at 5:17 PM, Michael <comtech....@gmail.com> wrote: > Hi all, > > Is there a way to study the lead and lag relation of two time series? > > Let's say I have two time series, At and Bt. Is there a systematic way > of concluding whether it's A leading B or B leading A and by how much? > > Thanks! > > ______________________________________________ > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
