xcor {RTisean} | R Documentation |
Computes the cross correlations between two time series.
xcor(series, l, x = 0, c, D = 100)
series |
a matrix. |
l |
number of data to use. |
x |
number of lines to be ignored. |
c |
column to be read. |
D |
number of correlations. |
A matrix containing the lags in the first column and the cross correlations devided by the standard deviations of both data sets in the second column.
## Not run: dat <- henon(1000)[,1] noisydat <- dat + rnorm(1000) plot(xcor(cbind(dat, noisydat),D=50),t="h", xlab="Lag", ylab="(Cross Corr.)/st.dev.", main="Cross correlation between clean and noisy univariate Henon data") ## End(Not run)