Cal_Cross_Corr

This function calculates the cross correlation between two time series.

Analyzes autocorrelation and partial autocorrelation using surrogate methods and
bootstrapping, and computes the acceleration constants for the vectorized moving block
bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated
intervals and estimates partial autocorrelations using Durbin-Levinson. This package
calculates the autocorrelation power spectrum, computes cross-correlations between two
time series, computes bandwidth for any time series, and performs autocorrelation frequency
analysis. It also calculates the periodicity of a time series.

Leila Marvian Mashhad

ADTSA

Time Series Analysis

Hossein Hassani

Masoud Yarmohammadi

Mohammad Reza Yeganegi

Cal_Cross_Corr function

<dl> <dt>ts1</dt>
<dd>a numeric vector of the first time series data.</dd> <dt>ts2</dt>
<dd>a numeric vector of the second time series data.</dd> <dt>max_lag</dt>
<dd>maximum lag at which to compute cross-correlation.</dd></dl>

Arguments

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Author

Calculation of Cross-Correlation — Cal_Cross_Corr

<dl>

 <dt>ts1</dt>
<dd>a numeric vector of the first time series data.</dd>

 <dt>ts2</dt>
<dd>a numeric vector of the second time series data.</dd>

 <dt>max_lag</dt>
<dd>maximum lag at which to compute cross-correlation.</dd>

</dl>

Cal_Cross_Corr: Calculation of Cross-Correlation

Description

Usage

Value

Arguments

Author

Examples