Cross-Quantilogram
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Documentation for package ‘quantilogram’ version 2.2.1
Help Pages
| corr.lag | Correlation Function |
| corr.lag.partial | Partial Cross-correlation function |
| crossq | Cross-Quantilogram |
| crossq.max | Corss-Quantilogram up to a Given Lag Order |
| crossq.max.partial | Partial Corss-Quantilogram upto a given lag order |
| crossq.partial | Paritial Cross-Quantilogram |
| crossq.partial.sb | Stationary Bootstrap for the Partial Cross-Quantilogram |
| crossq.partial.sb.opt | Stationary Bootstrap for the Partial Cross-Quantilogram dwith the choice of the stationary-bootstrap parameter |
| crossq.sb | Stationary Bootstrap for the Cross-Quantilogram |
| crossq.sb.opt | Stationary Bootstrap for the Cross-Quantilogram with the choice of the stationary-bootstrap parameter |
| crossqreg | Cross-Quantilogram |
| crossqreg.max | Corss-Quantilogram up to a Given Lag Order |
| crossqreg.max.partial | Partial Corss-Quantilogram upto a given lag order |
| crossqreg.partial | Paritial Cross-Quantilogram |
| crossqreg.sb | Stationary Bootstrap for the Cross-Quantilogram |
| q.hit | Quantile Hit |
| qreg.hit | Quantile Hit |
| Qstat | Q-statistics |
| Qstat.reg.sb | Stationary Bootstrap for Q statistics |
| Qstat.sb | Stationary Bootstrap for Q statistics |
| Qstat.sb.opt | Stationary Bootstrap for Q statistics |
| sb.index | Stationary Bootstrap Index |
| stock | The Data Set of Monthly Stock Return and Sotck Variance |
| sys.risk | The Data Set for Systemic Risk Analysis |