Dear All,
I have 2 time-series data sets and would like to check the cross
correlation. These data sets were set as a zoo object, called data,
and in general look like:
V1 V2
2007-01-01 00:00:00 0.0 0.176083
2007-01-01 01:00:00 0.0 0.176417
2007-01-01 02:00:00 0.0 0.175833
2007-01-01 03:00:00 0.0 0.175833
2007-01-01 04:00:00 0.3 0.176000
2007-01-01 05:00:00 1.8 0.176250
2007-01-01 06:00:00 2.0 0.177583
2007-01-01 07:00:00 0.2 0.178333
2007-01-01 08:00:00 0.3 0.178167
2007-01-01 09:00:00 3.2 0.178417
When I applied the ccf method, ccf(data$V1, data$V2), I noticed the
lag is every 3600 which is a little surprising to me. I was thinking
the lag should be 1, but it seems the lag unit becomes 3600. I guess
the number 3600 representing 3600 "seconds" because of the zoo object.
I am not sure if I'm right and would like someone here could certify
this (or not). Besides, does anyone know any default argument to
adjust the 3600 into 1 while plotting? The only idea I have is to
divide the lag manually by 3600 and then plot it later.
Regards,
Keith
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