maxccf: maxccf

Description Usage Arguments Value

View source: R/maxcorlag.R

Description

maxccf

Usage

1
maxccf(x = x, y = y, lag.max = 6, allow.negative = T, abs = T)

Arguments

x

vector

y

vector

lag.max

(Optional) maximum lag

allow.negative

(Optional) logical, if negative lags are allowed, by default TRUE

abs

(Optional) logical, Should be the maximum in absolute value, by defaukt TRUE

Value

Return the lag with the maximum/minimum correlations bewteen two time series

if x is a data frame or matrix, u must use maxccfdf fucntion


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