Produces a nice graphic (and only a plot) of the sample CCF of two time series.
ccf2(x, y, max.lag = NULL, main=NULL, ylab="CCF", na.action = na.pass, ... )
univariate time series.
maximum lag for which to calculate the CCF.
plot title - if NULL, uses x and y names.
vertical axis label; default is 'CCF'.
how to handle missing values; default is na.pass
additional arguments passed to acf
This will produce a graphic of the sample corr[x(t+lag), y(t)]
from -max.lag
to max.lag
.
http://www.stat.pitt.edu/stoffer/tsa4/ and http://www.stat.pitt.edu/stoffer/tsda/