View source: R/overlapping_data.R
The rows and columns of the matrix represent indexes to the overlapped data.
All values on the leading diagonal will be 1, since a variable is always perfectly correlated
with itself. Values off the diagonal will depend on the size of the overlap (
The size of the matrix (number of rows and columns)
The extent of the overlap, e.g. 12 means annual overlaps from monthly data. 1 means no overlap.
The matrix of theoretical serial correlations.
Other Overlapping data functions:
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