r - How to find the cross correlation between two time series over different periods? -


i have 2 time series. each point in either time series week. week here not calendar week, first week in calendar year starts jan 1, , other weeks in same year follow that, , last week of year may contain more 7 days no more 13 days.

the first time series stored in compressed (.gz) text file a.gz, looks (each week , corresponding time series value separated comma in line):

week,value 20060101-20060107,0 20060108-20060114,5 ... 20061217-20061223,0 20061224-20061230,0 20070101-20070107,0 20070108-20070114,4 ... 20150903-20150909,0 20150910-20150916,1

the second time series b stored in compressed (.gz) text file b.gz, on subset of period of a, looks like:

week,value 20130122-20130128,509 20130129-20130204,204 ... 20131217-20131223,150 20131224-20131231,148.0 20140101-20140107,365.0 20140108-20140114,45.0 ... 20150305-20150311,0 20150312-20150318,364

i wonder how calculate cross correlation between 2 time series , b (up specified maximum lag), , plot , b in single plot, in r?

thanks


-

Comments

Post a Comment

Popular posts from this blog

apache - PHP Soap issue while content length is larger -

we have developed soap based webservice post data third party webservice. accepts 4 params. in 1 of parameters accepts xml string no size limit restriction put in place. the webservice works fine in local environment running on php 5.2 , apache2. works content length long 10 mb. in staging server running nginx , php fpm.we have updated max post size , max upload filesize in php.ini , client_max_body param in nginx.conf allow upto 50 mb. but webservice client keeps on loading in staging environment. gives 502 timeout , gives soap error. can me understand issue here?
Read more

asynchronous - Python asyncio task got bad yield -

i confused how play around asyncio module in python 3.4. have searching api search engine, , want each search request run either parallel, or asynchronously, don't have wait 1 search finish start another. here high-level searching api build objects raw search results. search engine using kind of asyncio mechanism, won't bother that. # no asyncio module used here class search(object): ... self.s = some_search_engine() ... def searching(self, *args, **kwargs): ret = {} # raw searching according args , kwargs , build wrapped results ... return ret to try async requests, wrote following test case test how can interact stuff asyncio module. # here testing script @asyncio.coroutine def handle(f, *args, **kwargs): r = yield f(*args, **kwargs) return r s = search() loop = asyncio.get_event_loop() loop.run_until_complete(handle(s.searching, arg1, arg2, ...)) loop.close() by running pytest, return runtimeerror: task got bad yield : {results s...
Read more

javascript - Complete OpenIDConnect auth when requesting via Ajax -

the normal openidconnect server works like: you go a.com/secure-resource you 302 server your browser handles , sends identity server you login there it sends a.com via post you logged in on a.com , a.com/secure-resource on browser. however have scenario i'm trying solve need help. the user logged in on idserver the user logged in on a.com the user not logged in on b.com we need send ajax call web server b.com (from domain a.com ) b.com configured use openidconnect. but because request b.com via ajax, user cannot redirected idserver. (all in response 302 ) we can go ahead , handle 302 via ajax (i'm still not sure whether work, security-wise). but is there scenario in identityserver/openidconnect designed these situations? with identityserver in scenario setup server b.com use bearer token authentication, need use access token provided a.com in headers of ajax call $.ajax({ url: 'http://b.com', headers: { ...
Read more