SummaryStatistics: Summary Statistics

In ConnectednessApproach: Connectedness Approach

Summary Statistics

Description

Get comprehensive summary statistics

Usage

SummaryStatistics(
  x,
  portmanteau = c("Ljung-Box", "Box-Pierce", "Monti"),
  correlation = c("kendall", "spearman", "pearson"),
  nlag = 20,
  digit = 3
)

Arguments

x	zoo data matrix
portmanteau	portmanteau statistics: "Box-Pierce", "Ljung-Box", "Monti"
correlation	correlation coefficient: "pearson", "kendall", "spearman".
nlag	number of lags for Weighted Portmanteau statistics
digit	digit Number of decimal places

Value

Get summary statistics

Author(s)

David Gabauer

Examples

data(dy2012)
SummaryStatistics(dy2012)

ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.