cc: Cross correlation function that considers the relationship...

In KevinKotze/tsm: Time Series Modelling

Cross correlation function that considers the relationship between two variables.

Description

Cross correlation function that considers the relationship between two variables.

Usage

cc(x, y, max_lag = NULL, main_title = NULL, output = NULL)

Arguments

x	A numeric, time series, or xts variable.
y	A numeric, time series, or xts variable.
max_lag	A number that represents the maximum lag order for the ACF and PACF.
main_title	Optional plot title.
output	Return data or not.

Value

The respective ACF and PACF functions.

Examples

cc(rnorm(100), rnorm(100))

KevinKotze/tsm documentation built on July 29, 2024, 2:18 p.m.