cross-correlation of multivariate data to differnt lag numbers

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

Produkte

Version

R2022b

Tags

Gefragt:

am 2 Jun. 2023

Beantwortet:

am 2 Jun. 2023

Community Treasure Hunt

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

Start Hunting!

Translated by