You might find it easier to use tsibble
objects like this.
library(tidyverse)
library(lubridate)
library(tsibble)
library(feasts)
link420 <- tibble(
time = seq(as.POSIXct("2018-01-01 08:00:00"), length=100, by="5 min"),
diff420 = rnorm(100)
) %>%
as_tsibble(index=time)
link423 <- tibble(
time = seq(as.POSIXct("2018-01-01 08:00:00"),length=100, by="5 min"),
diff423 = rnorm(100)
) %>%
as_tsibble(index=time)
inner_join(link420, link423, by = "time") %>%
CCF(diff420, diff423)
#> # A tsibble: 33 x 2 [5m]
#> lag ccf
#> <lag> <dbl>
#> 1 -80m 0.0648
#> 2 -75m -0.0651
#> 3 -70m -0.0316
#> 4 -65m 0.0679
#> 5 -60m 0.0635
#> 6 -55m -0.158
#> 7 -50m 0.0444
#> 8 -45m 0.0497
#> 9 -40m 0.0267
#> 10 -35m -0.0503
#> # … with 23 more rows
Created on 2020-11-02 by the reprex package (v0.3.0)
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