macf : Moving Auto- and Cross-correlation Function

Alshammri, Fayed Awdah M (2020) macf : Moving Auto- and Cross-correlation Function. University of Strathclyde, Glasgow.

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    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)