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DarrenCook/test.R

Created August 8, 2012 03:59
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R: Strange ccf result with xts data
Raw
test.R
library(xts)
tmp1=dget("tmp1.txt")
tmp2=dget("tmp2.txt")
ccf(drop(tmp1),drop(tmp2)) #Weird?
tmp2=tail(tmp2,50)
tmp1=tail(tmp1,50)
ccf(drop(tmp1),drop(tmp2)) #Plausible
Raw
tmp1.txt
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Raw
tmp2.txt
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