View source: R/overlapping_data.R

build_theo_sercor_mtx | R Documentation |

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 (`noverlap`

).

build_theo_sercor_mtx(N, noverlap)

`N` |
The size of the matrix (number of rows and columns) |

`noverlap` |
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:
`calc_theo_sercor()`

build_theo_sercor_mtx(24, 12)

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