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cross-correlation of multivariate data to differnt lag numbers

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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

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Answers (1)

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

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