CROSSCORR—Graphical display of cross-correlations
Posted: Thu Mar 26, 2015 1:00 pm
@CROSSCORR computes and graphs cross correlations between two series. The graph is shown as a 2x2 matrix with autocorrelations for the series in the diagonal slots and the cross correlations in the off-diagonal with the leads in one corner and lags in the other.
crosscorr.src
Detailed description
crosscorr.src
Detailed description