| tscor {tsmethods} | R Documentation |
Correlation matrix.
Description
Generic method for extracting the correlation matrix from a multivariate model or the autocorrelation matrix of a univariate model.
Usage
tscor(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Value
A correlation matrix or array of matrices (time varying) or other custom object related to this.
[Package tsmethods version 1.0.1 Index]