Andreas Klein schrieb: > Hello. > > > Does anyone know, if there is a function in R to compute the vector > autocorrelations? > > ?ccf on bivariate time series.
+ have a look at the vars package though I am not sure what exactly you are trying. hth Stefan ______________________________________________ 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.