title: What is causing this error related to time series attributes?
body: <p>I am building an autoregressive distributed lag model using the dLagM package in R.</p>
  
  <p>One of the steps in the pipeline is to look at how two time series to be used to build the model are correlated.</p>
  
  <p>I am using the suggested code for this step below, but I am getting the error shown.  It seems that the error is caused by the fact that the 2 series being looked at do not have the same attributes.  When I call "attribute" on the 2 series, it seems that the attributes are the same.</p>
  
  <p>Is there something I am doing wrong?</p>
  
  <p>Here is my code:</p>
  
  <pre><code>install.packages(Ecdat)
  library(Ecdat)
  inflation &lt;- as.numeric(Mishkin[, 1])
  inflation_ts &lt;- ts(inflation,start=c(1950,2), frequency = 12)
  
  install.packages("Quandl")
  library(Quandl)
  Quandl.api_key("ci9fxB")
  gdp &lt;- Quandl("FRED/GDP")
  gdp &lt;- gdp %&gt;% arrange(-row_number())
  gdp &lt;- gdp$Value
  
  gdp_diff &lt;- diff(gdp)
  gdp_short &lt;- gdp[1:(length(gdp)-1)]
  gdp_change &lt;- (gdp_diff/gdp_short)*100
  
  GDP_mon &lt;- c(sapply(gdp_change, function(gdp_change) c(rep(NA,2),gdp_change)))
  GDP_mon &lt;- GDP_mon[2:(length(GDP_mon)-2)]
  GDP_mon &lt;- ts(GDP_mon,start=c(1947,1), frequency=12)
  GDP_mon &lt;- na_interpolation(GDP_mon, option = "stine")
  GDP_mon &lt;- window(GDP_mon,c(1950,2),c(1990,12))
  
  rolCorPlot(y = inflation_ts, x = GDP_mon, width = c(3, 5, 7, 9), level = 0.95,
             main = "Rolling correlations between sea levels and temperature",
             SDtest = TRUE)
  
  attributes(inflation_ts)
  attributes(GDP_mon)
  </code></pre>