ccf.tfm {tfarima}R Documentation

Cross-correlation check

Description

ccf displays ccf between prewhitened inputs and residuals.

Usage

ccf.tfm(tfm, lag.max = NULL, method = c("exact", "cond"), envir = NULL, ...)

Arguments

tfm

a tfm object.

lag.max

number of lags.

method

Exact/conditional residuals.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

...

additional arguments.


[Package tfarima version 0.3.2 Index]