CrossCorrelogram: Cross-correlogram
In IndGenErrors: Tests of Independence Between Innovations of Generalized Error Models
View source: R/CrossCorrelogram.R
CrossCorrelogram R Documentation
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.
IndGenErrors documentation built on July 9, 2023, 6:46 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/CrossCorrelogram.R
| CrossCorrelogram | R Documentation |
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.