corscale: corscale

In dangulod/ECTools: Economic Capital Tools

Description

corscale

Usage

corscale(DATA = DATA, ref = ref, variables = variables, lag.max = 6,
  allow.negative = T, abs = T)

Arguments

DATA	data.frame with the data
ref	a string with the reference variable
variables	variables to change
lag.max	maximum number of lags to asses
allow.negative	(Optional) logical, if negative lags are allowed, by default TRUE

Value

Return a dataframe with the variables lagged or delayed with the max correlation to reference variable

dangulod/ECTools documentation built on May 4, 2019, 3:19 p.m.