autocovariance: Autocovariane computes the Autocovariance matrices inputs are...
In muffin1974/lobster: This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
Usage
1
autocovariance(rftdata, hval)
Arguments
rftdata
Refresh time sampled returns (xts object with N columns (assets) and T rows (observations))
hval
bandwith (lag)
Value
Autocovariance matrix at lat hval
muffin1974/lobster documentation built on May 23, 2019, 8:20 a.m.
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Usage
1 | autocovariance(rftdata, hval)
|
Arguments
rftdata |
Refresh time sampled returns (xts object with N columns (assets) and T rows (observations)) |
hval |
bandwith (lag) |
Value
Autocovariance matrix at lat hval
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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