CrossCorrelogram {IndGenErrors} | R Documentation |
Cross-correlogram
Description
This function, used in crosscor_2series and crosscor_3series plots the graphs of the cross-correlation statistics.
Usage
CrossCorrelogram(object, comb, rot = 0)
Arguments
object |
List of the output (statistics, pvalues) from crosscor_2series and crosscor_3series |
comb |
Name (string) of series, e.g., comb="(x,y)" |
rot |
Rotation of labels (default=0) |
Value
Output |
No values are returned; only the graph is printed |
References
Duchesne, Ghoudi & Remillard (2012). On Testing for independence between the innovations of several time series. CJS, vol. 40, 447-479.
Examples
#Romano-Siegel's example #
data(romano_ex)
outr = crosscor_3series(romano_ex$x,romano_ex$y,romano_ex$z,5,2)
CrossCorrelogram(outr$out123,"{x,y,z}",rot=90)
[Package IndGenErrors version 0.1.6 Index]