Abstract
The function macf computes (and by default plots) estimates of the moving auto- and cross-correlation matrix of non-stationary (and stationary) time series. Notice that the following library is needed to be installed before using the macf function: library(roll)
| Original language | English |
|---|---|
| Type | Developing R Package |
| Media of output | R |
| Publisher | University of Strathclyde |
| Number of pages | 1 |
| Place of Publication | Glasgow |
| Publication status | Published - 10 Mar 2020 |
Keywords
- macf