CCF: Calculate the Cross Correlation Function

Description Usage Arguments Value

Description

Takes in three objects: x, y and lag.max. x and y is a vector, lag.max is a numeric

Usage

1
CCF(x, y, lag.max, ...)

Arguments

x

A vector represents a time sequence

y

A vector represents another time sequence

lag.max

A numeric determines the max time lag

Value

A dataframe of time lag and its cross correlation value


chengfeifan/myCCM documentation built on May 13, 2019, 3:40 p.m.