Very useful, however as i will be aligning large datasets, is it
possible to query a variable for the lead / lag for each series? So i
can more 'automatically' align?
ideally the lag is stored in d$align or something
Best
mj
Sent from my iPad
On 14/05/2012, at 9:36 PM, Gabor Grothendieck wrot
On Mon, May 14, 2012 at 5:09 AM, Matthew Johnson wrote:
> Sir,
>
> I have large data sets of economic indicators and would like to align
> them to a reference series - say the unemployment rate or industrial
> production.
>
> Is there a canned routine that returns the optimal lead / lag
> accordin
Sir,
I have large data sets of economic indicators and would like to align
them to a reference series - say the unemployment rate or industrial
production.
Is there a canned routine that returns the optimal lead / lag
according to some (or a variety) of algorithims? not all series will
be of the
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