Clear Filters
Clear Filters

cross-correlation of multivariate data to differnt lag numbers

2 views (last 30 days)
R. R.
R. R. on 2 Jun 2023
Answered: the cyclist on 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

Sign in to answer this question.

Answers (1)

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

Categories

Find more on Hypothesis Tests in Help Center and File Exchange

Tags

Products


Release

R2022b

Community Treasure Hunt

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

Start Hunting!