Hello,
I have been looking around in past helps about cross-correlations for a set
of n time series.
Although you can do it by yourself calculating the out-of-the-diagonal terms
in the cross correlation matrix by using pairwise combinations of ccf and
the diagonal terms by using acf, this does not seem a very practical way of
doing things. Does anybody know a function that gives directly the
cross-correlation matrix?
thanks
Jordi
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