corr.lag: Correlation Function
In quantilogram: Cross-Quantilogram
corr.lag R Documentation
Correlation Function
Description
The correlation statistics for a given lag order
Usage
corr.lag(matH, k)
Arguments
matH
The matrix with the column size of 2
k
The lag order (integer)
Details
The function obtains the simple correlation statistics. The values in the first column of input matrix
is interacted with the k-lagged values in the second column.
Value
Correlation
Author(s)
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang
quantilogram documentation built on March 18, 2022, 5:29 p.m.
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| corr.lag | R Documentation |
Correlation Function
Description
The correlation statistics for a given lag order
Usage
corr.lag(matH, k)
Arguments
matH |
The matrix with the column size of 2 |
k |
The lag order (integer) |
Details
The function obtains the simple correlation statistics. The values in the first column of input matrix is interacted with the k-lagged values in the second column.
Value
Correlation
Author(s)
Heejoon Han, Oliver Linton, Tatsushi Oka and Yoon-Jae Whang
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.
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