ccfs {mcgf}

Generic function for calculating cross-correlation

Description

Generic function for calculating cross-correlation

Usage

ccfs(x, ...)

Arguments

x

An R object.

...

Additional parameters or attributes.

Details

Refer to ccfs.mcgf() and ccfs.mcgf_rs() for more details.

Value

An array of cross-correlations for mcgf objects, or that plus a list of regime-switching cross-correlations for mcgf_rs objects.