This package takes two time series as inputs and first, determines the lag for the primary time series at which the cross-correlation between the two time series is highest. Second, the rolling correlation is calculated between the lagged primary time-series and the secondary time series.
Package details |
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Maintainer | |
License | MIT + file LICENSE |
Version | 0.1.1 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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