Sorry, my bad, i did not mean to 'be mean'.
Here are the first five observations for three variables (dr1, dr2 and doil)
dr1
1996-01-02 1996-01-03 1996-01-04 1996-01-05 1996-01-08
0.0005814396 -0.0023725000 -0.0072835915 0.0074536448 -0.0007004221
dr2
1996-01-03 1996-01-04 1996-01-05 1996-01-08 1996-01-09
-0.0029539396 -0.0049110915 0.0147372363 -0.0081540669 -0.0003020745
do1
1996-01-02 1996-01-03 1996-01-04 1996-01-05 1996-01-08
0.08 0.01 0.17 -0.03 0.00
As you can see, dr2 is nothing but the 1st difference of dr1. In my case,
I'm trying to find out the cross-correlation between the two variables do1
and dr1 up to their 10th lag (i.e. do1 with do2, do3, ...,
do10,dr1,dr2,...,dr10, and the same for dr1).
Hope it helps,
Marco
David Winsemius wrote:
>
> Are you trying to imply that people should be able to answer a
> question that included no data? As others have pointed out, our powers
> of telepathy are generally less than commonly assumed.
>
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