ccfs function

Generic function for calculating cross-correlation

ccfs(x, ...)

Arguments

• x: An R object.
• ...: Additional parameters or attributes.

Returns

An array of cross-correlations for mcgf objects, or that plus a list of regime-switching cross-correlations for mcgf_rs objects.

Details

Refer to ccfs.mcgf() and ccfs.mcgf_rs() for more details.