The exact problem is with ggCff not showing lag = 0 coefficient . i don't understand why not showing this value when ccf and forecast::Ccf show this values.
library(forecast)
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo
library(vars)
#> Loading required package: MASS
#> Loading required package: strucchange
#> Loading required package: zoo
#>
#> Attaching package: 'zoo'
#> The following objects are masked from 'package:base':
#>
#> as.Date, as.Date.numeric
#> Loading required package: sandwich
#> Loading required package: urca
#> Loading required package: lmtest
a <- Canada[,3]
b <- Canada[,4]
ccf(x = a,y = b)
Hi to everyone, this is my MWE:
The exact problem is with
ggCff
not showing lag = 0 coefficient . i don't understand why not showing this value whenccf
andforecast::Ccf
show this values.Created on 2021-11-22 by the reprex package (v2.0.1)
Thanks for this amazing package!!!