Hi All,
Suppose I have 2 time series
a = 1:20
b = 5:15
and I am finding the cross correlation between these two time series using
CCF function.
c = ccf(a,b)
print(c)
Autocorrelations of series ‘X’, by lag
-7 -6 -5 -4 -3 -2 -1 0 1 2 3
4 5 6 7
-0.358 -0.255 -0.110 0.070 0.278 0.507 0.750 1.000 0.750 0.507 0.278
0.070 -0.110 -0.255 -0.358
it will give me the correlation coefficient (r) with corrsponding lags.
My Question is how to find the value of maximum correlation coefficient
with the corrsponding lag.
here in this case its r = 0.75 with lag = 0
how to get this valus in a vector or variable?
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