[R] ccf

[Prof. Brian Ripley]

On Mon, 31 Mar 2003, Martin Wegmann wrote:

> Hello,
> 
> I am looking for a command for cross correlation like ccf but which
> computes the cross-correlation of more than two (in my case 1800)
> series.

acf on multiple time series does this.

Note that you can always do it pairwise via ccf.

I very much doubt that the cross-correlations on 1800 series make 
statistical sense, though.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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