cross_correlation: Cross-correlation of two series

In varunayan: Download and Process 'ERA5', IMD, 'HadEX3' and 'CRU TS' Data

Cross-correlation of two series

Description

This is stats::ccf() as a data frame. r at lag k estimates cor(x[t + k], y[t]). A peak at a negative lag means that x changes before y.

Usage

cross_correlation(x, y, max_lag = 12)

Arguments

x	First series
y	Second series, same length as x
max_lag	Largest lag to return, in steps

Value

Data frame with lag (-max_lag to max_lag) and r

Examples

rain <- sin(1:48 / 2)
searches <- c(rain[-1], 0)
cross_correlation(searches, rain, max_lag = 3)

varunayan documentation built on Oct. 30, 2026, 1:07 a.m.