| CrossPeriodogram {acfMPeriod} | R Documentation |
Cross-periodogram
Description
This function computes the cross-periodogram using harmonic regression.
Usage
CrossPeriodogram(series1, series2)
Arguments
series1 |
univariate time series |
series2 |
univariate time series |
Value
a numeric vector containing the estimates of the cross-spectral density
Author(s)
Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc
References
Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.
[Package acfMPeriod version 1.0.0 Index]