cross-correlation of multivariate data to differnt lag numbers

2 次查看(过去 30 天)
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

回答(1 个)

the cyclist
the cyclist 2023-6-2
Try the xcorr function.

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