Re: [R] Finding the max correlation coefficient value using CCF function

try this ?which.max Nikhil Kaza Asst. Professor, City and Regional Planning University of North Carolina nikhil.l...@gmail.com On Apr 27, 2010, at 11:42 PM, vikrant wrote: Hi All, Suppose I have 2 time series a = 1:20 b = 5:15 and I am finding the cross correlation between these two tim

[R] Finding the max correlation coefficient value using CCF function

Hi All, Suppose I have 2 time series a = 1:20 b = 5:15 and I am finding the cross correlation between these two time series using CCF function. c = ccf(a,b) print(c) Autocorrelations of series ‘X’, by lag -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4