macf : Moving Auto- and Cross-correlation Function

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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)

  • Item type:Other
    ID code:71854
    Dates:
    Date
    Event
    10 March 2020
    Published
    Notes: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 Dec 2024 16:52
    URI:https://strathprints.strath.ac.uk/id/eprint/71854
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