Description Usage Arguments Value Examples

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

1 | ```
Summaryccm(x, max.lag = 12)
``` |

`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. |

A list containing:

pvalue - P-values of Chi-square tests of individual-lag CCM being zero-matrix.

ndiag - Percentage of significant diagonal elements for each lag.

noff - Percentage of significant off-diagonal elements for each lag.

1 2 | ```
data(TaiwanAirBox032017)
output <- Summaryccm(as.matrix(TaiwanAirBox032017[,1:4]))
``` |

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