Re: [R] CCF and missing values.

2011-01-20 Thread David Stoffer
combine them and then use acf: x <- ts(rnorm(10)) y <- ts(x+ rnorm(10)) u <- ts.union(x, y) (acf(u, na.action=na.pass)) I don't know if it's correct, but it gives an answer... I'm too afraid to check if it's correct. -- View this message in context: http://r.789695.n4.nabble.com/CCF-and-mis

Re: [R] CCF and missing values.

2011-01-20 Thread Peter Ehlers
On 2011-01-19 08:48, Paul Ossenbruggen wrote: Hi, I have missing values in my time series. "na.action = na.pass" works for acf and pacf. Why do I get the following error for the ccf? ts(matrix(c(dev$u[1:10],dev$q[1:10]),ncol=2),start=1,freq=1) Time Series: Start = 1 End = 10 Frequen

[R] CCF and missing values.

2011-01-19 Thread Paul Ossenbruggen
Hi, I have missing values in my time series. "na.action = na.pass" works for acf and pacf. Why do I get the following error for the ccf? > ts(matrix(c(dev$u[1:10],dev$q[1:10]),ncol=2),start=1,freq=1) Time Series: Start = 1 End = 10 Frequency = 1 Series 1 Series 2 1 68.0 138