cross-correlation of multivariate data to differnt lag numbers

1 Ansicht (letzte 30 Tage)
R. R.
R. R. am 2 Jun. 2023
Beantwortet: the cyclist am 2 Jun. 2023
Hello,
Is there any command in Matlab same as lbqtest that can do a Cross-correlation test for two vectors to different lag numbers using "LjungBox" or "BoxPierce" or any other test for the cross-correlation of multivariate data to differnt lag numbers

Antworten (1)

the cyclist
the cyclist am 2 Jun. 2023
Try the xcorr function.

Kategorien

Mehr zu MATLAB finden Sie in Help Center und File Exchange

Tags

Produkte


Version

R2022b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by