Compute the extended cross-correlation matrices and the associated two-way table of p-values of multivariate Ljung-Box statistics of a vector time series.

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`zt` |
Data matrix (T-by-k) of a vector time series, where T is the sample size and k is the dimension. |

`maxp` |
Maximum AR order entertained. Default is 5. |

`maxq` |
Maximum MA order entertained. Default is 6. |

`include.mean` |
A logical switch controling the mean vector in estimation. Default assumes zero mean. |

`rev` |
A logical switch to control the cross-correlation matrices used to compute the multivariate Ljung-Box statistics. Traditional way is to compute test statistics from lag-1 to lag-m. If rev = TRUE, then the test statistics are compute from lag-(m-1) to lag-m, from lag-(m-2) to lag-m, etc. |

`pEccm` |
A two-way table of the p-values of extended cross-correlation matrices |

`vEccm` |
The sample extended cross-correlation matrices |

`ARcoef` |
AR coefficient marices of iterated VAR fitting |

Ruey S. Tsay

Tsay (2014, Chapter 3). Multivariate Time Series Analysis with R and Financial Applications. John Wiley. Hoboken, NJ.

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