Dear R users, I have two time series
Calculate and plot cross correlation between two time series over nested time periods. Each point in either time series is for a week (not exactly a calendar week, but the first week in a calendar year always starts from Jan 1, and the other weeks in the same year follow that, and the last week of the year may contain more than 7 days but no more than 13 days). The first time series A is stored in a compressed (.gz) text file, which looks like (each week and the corresponding time series value are separated by a comma in a line): week,value 20060101-20060107,0 20060108-20060114,5 ... 20061217-20061223,0 20061224-20061230,0 20070101-20070107,0 20070108-20070114,4 ... 20150903-20150909,0 20150910-20150916,1 The second time series B is similarly stored in a compressed (.gz) text file, but over a subset of period of A, which looks like: week,value 20130122-20130128,509 20130129-20130204,204 ... 20131217-20131223,150 20131224-20131231,148.0 20140101-20140107,365.0 20140108-20140114,45.0 ... 20150305-20150311,0 20150312-20150318,364 I wonder how to calculate the cross correlation between the two time series A and B (up to a specified maximum lag), and plot A and B in a single plot? Thanks and regards, Tim ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
