CrossCorrelogram {IndGenErrors} | R Documentation |
Cross-correlogram
Description
This function, used in crosscor_2series and crosscor_3series plots the graphs of the cross-correlation statistics.
Usage
CrossCorrelogram(object, comb, rot = 0)
Arguments
object |
List of the output (statistics, pvalues) from crosscor_2series and crosscor_3series |
comb |
Name (string) of series, e.g., comb="(x,y)" |
rot |
Rotation of labels (default=0) |
Value
Output |
No values are returned; only the graph is printed |
References
Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.
[Package IndGenErrors version 0.1.4 Index]