Description Usage Arguments Value
This function calculates \frac{1}{n} ∑_{i=1}^{n-k}(x_i - \bar{x})^r(x_{i+k} - \bar{x})^s, a numeric estimator for E[(X_t - E[X_t])^r(X_{t+k} - E[X_{t+k}])^s]
1 | sample_moment_lag(dataset, k, r, s)
|
dataset |
An observed dataset. |
k |
lag. |
r |
power. |
A numeric value calculated.
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