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rcorrelationcross-correlation
struggleBus
struggleBus

Reputation: 365

What is the correlation method used in the ccf() function in R?

I am trying to find out what method of correlation (e.g., spearman, pearson, kendall) is used in the cross-correlation function ccf() in R. Does anyone know the answer?

I compared two time series using cor(x=x,y=y, method='spearman') and also compared them using ccf(x=x,y=y). While the spearman correlation was significant, no lags were significant in the ccf(). I am trying to understand how the 2 methods are producing different results

Upvotes: 0

Views: 1479

Answers (1)

struggleBus
struggleBus

Reputation: 365

I just found this StackExchange post that says the cross-correlation in R uses the Pearson method by default.

Upvotes: 0

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