Funcao de correlacao cruzada (CCF) — rnp_ts_ccf • rnp

Funcao de correlacao cruzada (CCF)

Usage

rnp_ts_ccf(x, y, lag_max = NULL, digits = 4L)

Arguments

x, y: Vetores numericos.
lag_max: Numero maximo de defasagens.
digits: Inteiro.

Value

Uma lista com tabela (tibble) e grafico (ggplot).

See also

Other series: rnp_arima(), rnp_auto_arima(), rnp_grafico_acf(), rnp_grafico_serie(), rnp_media_movel(), rnp_sarima(), rnp_suavizacao_exponencial(), rnp_ts_acf(), rnp_ts_adf(), rnp_ts_decomposicao(), rnp_ts_diferenciacao(), rnp_ts_garch(), rnp_ts_holt_winters(), rnp_ts_kpss(), rnp_ts_ljung_box(), rnp_ts_pacf(), rnp_ts_periodograma(), rnp_ts_previsao(), rnp_ts_residuos(), rnp_ts_var()

Examples

rnp_ts_ccf(as.numeric(mdeaths), as.numeric(fdeaths))$tabela
#> # A tibble: 31 × 2
#>      lag     ccf
#>    <dbl>   <dbl>
#>  1   -15  0.0151
#>  2   -14  0.366 
#>  3   -13  0.615 
#>  4   -12  0.708 
#>  5   -11  0.622 
#>  6   -10  0.34  
#>  7    -9 -0.0245
#>  8    -8 -0.382 
#>  9    -7 -0.612 
#> 10    -6 -0.678 
#> # ℹ 21 more rows