findCorLags: Find Most Correlated Lags
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
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.
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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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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