CrossCorrelogram: Cross-correlogram

In IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models

Cross-correlogram

Description

This function, used in crosscor_2series and crosscor_3series plots the graphs of the cross-correlation statistics.

Usage

CrossCorrelogram(object, comb, rot = 0)

Arguments

object	List of the output (statistics, pvalues) from crosscor_2series and crosscor_3series
comb	Name (string) of series, e.g., comb="(x,y)"
rot	Rotation of labels (default=0)

Value

Output

No values are returned; only the graph is printed

References

Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.

Examples

 #Romano-Siegel's example #
data(romano_ex)
outr = crosscor_3series(romano_ex$x,romano_ex$y,romano_ex$z,5,2)
CrossCorrelogram(outr$out123,"{x,y,z}",rot=90)

IndGenErrors documentation built on April 3, 2025, 9:09 p.m.