Time Series Analysis Package
CCF Function
rc = TSA.CCF (y, x, nlag, lags, df, <ymu> , <xmu>, <ccov>, <ccf>, <ccfstd>, <ccf2std>, <ccfnorm>, <ccfprob>, <ccflprob>);
The CCF function computes the cross-correlation and cross-covariance for two time series arrays.
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Last updated: June 14, 2018