macf : Moving Auto- and Cross-correlation Function
Alshammri, Fayed Awdah M (2020) macf : Moving Auto- and Cross-correlation Function. University of Strathclyde, Glasgow.
Preview |
Text.
Filename: Alshammri_2020_macf_Moving_Auto_and_Cross_correlation_Function.pdf
Final Published Version License: Download (87kB)| Preview |
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)
-
-
Item type: Other ID code: 71854 Dates: DateEvent10 March 2020PublishedNotes: Alshammri, F. (2020). macf: Moving Auto- and Cross-correlation Function. R package version 0.1.0. Subjects: Science > Mathematics > Computer software Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 24 Mar 2020 10:35 Last modified: 12 Sep 2024 00:35 URI: https://strathprints.strath.ac.uk/id/eprint/71854
CORE (COnnecting REpositories)