Time Series Analysis Package

Optional Returned Values

You can also specify the following arguments, separated by commas to request additional returned values. If you do not want the value to be returned, enter a space for it.

ymu: returns the mean estimate of input time series y.
xmu: returns the mean estimate of input time series x.
ccov: returns an array of cross-covariance estimates, with entries.
ccf: returns an array of cross-correlation estimates, with entries.
ccfstd: returns an array of standard errors, with entries.
ccf2std: returns an array of double standard errors, with entries.
ccfnorm: returns an array of normalized cross-correlation, with entries.
ccfprob: returns an array of probabilities, with entries.
ccflprob: returns an array of log probabilities, with entries.

Last updated: June 14, 2018