findCorLags: Find Most Correlated Lags

Description Usage Arguments Value

View source: R/CorrelationTest.R

Description

Search the number of lags with highest correlations between x and y

Usage

1
findCorLags(x, y, mlag = 60)

Arguments

x

main series

y

secondary series which will be applied to get lags

mlag

maximum lags to test

Value

A list of all lags and their correlations


ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.