Thank you Giorgio With best regards, Sudheer
________________________________________ From: Giorgio Garziano [giorgio.garzi...@ericsson.com] Sent: Wednesday, January 13, 2016 1:50 PM To: Sudheer Joseph; r-help@r-project.org Subject: RE: [R] cross correlation of filtered Time series I used frequency=60 to make it quickly work in order to show some sample code. About the frequency parameter in time series, i.e. ts() stats package, you may take a look at: http://stats.stackexchange.com/questions/120806/frequency-value-for-seconds-minutes-intervals-data-in-r corenv() f parameter unit measure is Hertz as seewave use case is about time waves. About the corenv() results based on your data, I do not have the chance to investigate further. Best, -- GG -----Original Message----- From: Sudheer Joseph [mailto:s...@incois.gov.in] Sent: mercoledì 13 gennaio 2016 06:11 To: Giorgio Garziano; r-help@r-project.org Subject: RE: [R] cross correlation of filtered Time series Thank you, May I know the reason for keeping frequency as 60, the package says it expects frequency in hertz, how does it work if I input daily data?. The correlation max shown by the plot is at around 55 -ve lag (0.36). which is not the actual case, so there is some thing which I am not understanding in this case. With best regards, Sudheer ________________________________________ From: Giorgio Garziano [giorgio.garzi...@ericsson.com] Sent: Tuesday, January 12, 2016 9:38 PM To: r-help@r-project.org Cc: Sudheer Joseph Subject: Re: [R] cross correlation of filtered Time series Hello, I think that the package "seewave" may help you. See corenv() function. https://cran.r-project.org/web/packages/seewave/seewave.pdf library(seewave) sst.ts <- ts(dc$sst, frequency=60) t2m.ts <- ts(dc$t2m, frequency=60) corenv(sst.ts, t2m.ts) corenv.res <- corenv(sst.ts, t2m.ts, plot=FALSE) corenv.res Best, -- GG Email secured by Check Point Email secured by Check Point ______________________________________________ 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.
