# First trial - CROSS-CORRELATION
# testing for stationarity (p-value>0.05 indicate non-stationarity):
adf.test(data$count1)# non-stationary
>     adf.test(data$count2)# non-stationary
# I get the differences (lag=1) of each time series:
diffcount1<- diff(data$count1,1)
>     diffcount2<- diff(data$count2,1)
# testing for stationarity (p-value>0.05) indicates now the series are now stationary:
(acf(diffcount1))# now it is stationary
(acf(diffcount2))# now it is stationary
(ccf1<- ccf(y=diffcount2,x=diffcount1))# cross correlation test

library(tseries)
cointegration(data$count1,data$count2)