Why am I getting different results from cor VS ccf ? (R)

Posted by Tal Galili on Stack Overflow See other posts from Stack Overflow or by Tal Galili
Published on 2010-04-26T17:50:05Z Indexed on 2010/04/26 17:53 UTC
Read the original article Hit count: 309

set.seed(100)
N <- 100
x1 <- sample(N)
x2 <- x1 + rnorm(N,0,5)
ccf(x1,x2)$acf[ccf(x1,x2)$lag == -1]
cor(x1[-N], x2[-1])

> ccf(x1,x2)$acf[ccf(x1,x2)$lag == -1]
[1] -0.128027
> cor(x1[-N], x2[-1])
[1] -0.1301427

© Stack Overflow or respective owner