Opened 13 years ago
Closed 13 years ago
#1539 closed doubt (fixed)
cross correlation function
Reported by: | Jorge | Owned by: | Víctor de Buen Remiro |
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Priority: | high | Milestone: | Mantainance |
Component: | Math | Version: | 3.1 |
Severity: | major | Keywords: | |
Cc: |
Description
Is there, in tol, en function to compute the cross correlation between two series?
http://en.wikipedia.org/wiki/Cross-correlation#Time_series_analysis
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Yes:
SerCorr