Hello,
I have a dataframe containing various time series (not time series objects
though!)with hourly time steps. I´d like to perform ccf for I need to know the
correlation factors for different lags.
Here is an example:
x<-as.POSIXct(c("2008-12-25 16:00:00", "2008-12-25 17:00:00", "2008-12-25
18:00:00", "2008-12-25 19:00:00", "2008-12-25 20:00:00","2008-12-25 21:00:00"))
y<-c(NA, 1.5,3,7, 1, 0.1)
z<-c(0.3,0.35,0.7,0.72,0.72,0.8)
x<-as.data.frame(x)
prec<-cbind(x,y)
theta<-cbind(x,z)
ccf(ts(mat1[,4]),ts(mat1[,j]),lag.max=24,type='correlation',na.action=na.pass)
that gives me "error in na.fail.default(as.ts(x)):missing values in object"
In order to create the data frame I already intersected different time series
so I know that the timeindex is the same for all rows and missing values were
replaced by NA.
Does that already impede creating a ts-object?
Is there another possibility to perform the cross-correlation?
Thanks in advance,
Katharina
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