MCrossPeriodogram {acfMPeriod} | R Documentation |
This function computes the Robust M-cross-periodogram using M-regression.
MCrossPeriodogram(series1, series2)
series1 |
univariate time series |
series2 |
univariate time series |
a numeric vector containing the estimates of the cross-spectral density
Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc
Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.