MCrossPeriodogram {acfMPeriod}

Robust M-cross-periodogram

Description

This function computes the Robust M-cross-periodogram using M-regression.

Usage

MCrossPeriodogram(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.