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cross-correlation of multivariate data to differnt lag numbers

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R. R.
R. R. il 2 Giu 2023
Risposto: the cyclist il 2 Giu 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

Accedi per rispondere a questa domanda.

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the cyclist
the cyclist il 2 Giu 2023
Try the xcorr function.

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