# how to study the lead and lag relation of two time series?

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## how to study the lead and lag relation of two time series?

 Hi all, Is there a way to study the lead and lag relation of two time series? Let's say I have two time series, At and Bt. Is there a systematic way of concluding whether it's A leading B or B leading A and by how much? Thanks! ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: how to study the lead and lag relation of two time series?

 Try a search on "cross correlation" "time series" HTH, Jim Porzak TGN.com San Francisco, CA http://www.linkedin.com/in/jimporzakuse R! Group SF: http://ia.meetup.com/67/On Wed, Jan 21, 2009 at 5:17 PM, Michael <[hidden email]> wrote: > Hi all, > > Is there a way to study the lead and lag relation of two time series? > > Let's say I have two time series, At and Bt. Is there a systematic way > of concluding whether it's A leading B or B leading A and by how much? > > Thanks! > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code. >         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.