Summaryccm: Summary Statistics of Cross-Correlation Matrices

Description Usage Arguments Value Examples

Description

Compute and plot summary statistics of cross-correlation matrices (CCM) for high-dimensional time series.

Usage

1
Summaryccm(x, max.lag = 12)

Arguments

x

T by k data matrix: T data points in rows with each row being data at a given time point, and k time series in columns.

max.lag

The number of lags for CCM.

Value

A list containing:

Examples

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2

SLBDD documentation built on March 27, 2021, 9:07 a.m.

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