Hello. How can I analyse the cross-correlation between two time series with ccf, if one of the time series need to be differenced, so it is stationary? The two time series differ when in length and maybe ccf produces not the correct cross-correlation?!
Another problem: How can I model the two time series as an VARI-process with the dse package? - So how can I handle it, that one series has to be differenced and the other series not? I hope you can give me some hints. Regards, Andreas. ______________________________________________ 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.
