[R] query

[Greg Snow]

Look at :

> myccf * c(17,18,19,18,17)/19

Do those numbers match with the result of ccf?

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at intermountainmail.org
(801) 408-8111
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Fluss
> Sent: Monday, January 08, 2007 6:18 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] query
> 
> Hello!
> I found the ccf function gives different estimates than the 
> simple lag correlations.
> Why is that?
> This is my code:
> 
> set.seed(20)
> x<-rnorm(20)
> y<-x+rnorm(20,sd=0.3)
> print("R CCF:")
> print(ccf(x,y,lag.max=2,plot=F))
> myccf<- c( cor(y[-(1:2)],x[-(19:20)]) ,  cor(y[-1],x[-20]),
>                    cor(y,x),
>                    
> cor(x[-1],y[-20]),cor(x[-(1:2)],y[-(19:20)]) ) print("My CCF:")
> print(myccf)
> 
> Thank You!
> Ron
> 
> 	[[alternative HTML version deleted]]
> 
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