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Plot Cross Correlation Function (CCF)

CCF.Rd

Compute and optionally visualize the cross-correlation function between two time series.

Usage

CCF(
  ts1,
  ts2,
  lag.max = length(ts1),
  na.action = na.fail,
  title = NULL,
  plot = TRUE,
  save = FALSE,
  dir = NULL,
  prefix = NULL,
  times = NULL
)

Arguments

ts1

First numeric vector or time-series object (Reference).

ts2

Second numeric vector or time-series object (Shifted).

lag.max

Maximum lag to compute. Default is length of `ts1`.

na.action

NA handling function. Default is `na.fail`.

title

Optional plot title.

plot

Logical. If TRUE (default), return a ggplot2 object.

save

Logical. If TRUE, save plot as 'CCF.pdf'. Default is FALSE.

dir

Optional directory to save plot (currently ignored unless customized in `savefig()`).

prefix

Optional prefix for filename (currently ignored unless used in `savefig()`).

times

Optional numeric vector used to convert inputs into ts objects if not already.

Value

A list containing:

ccf_res

The CCF computation result with added `white95ci`.

ind_max

Index of lag with highest absolute cross-correlation.

ccf_max

Value of maximum absolute cross-correlation.

lag_max

Lag at which maximum absolute cross-correlation occurs.

plot

ggplot2 object, only if `plot = TRUE`.