Hello. Does anyone know, if there is a function in R to compute the vector autocorrelations? Thank you in advance. Regards, Andreas.
Andreas Klein schrieb:> Hello. > > > Does anyone know, if there is a function in R to compute the vector autocorrelations? > >?ccf on bivariate time series. + have a look at the vars package though I am not sure what exactly you are trying. hth Stefan