Package com.imsl.test.example.stat

Class MultiCrossCorrelationEx1

java.lang.Object

com.imsl.test.example.stat.MultiCrossCorrelationEx1

public class MultiCrossCorrelationEx1
extends Object

Computes cross-correlations for a three-channel time series.

Consider the Wolfer Sunspot Data \(Y\) (Box and Jenkins 1976, page 530) along with data on northern light activity \(X_1\) and earthquake activity \(X_2\) (Robinson 1967, page 204) to be a three-channel time series. Methods getCrossCovariance and getCrossCorrelation are used to compute the cross-covariances and cross-correlations between \(X_1\) and \(Y\) and between \(X_2\) and \(Y\) with lags from -maximum_lag = -10 through lag maximum_lag = 10.

See Also:

• Code
• Output

Constructor Summary

Constructors

Constructor	Description
MultiCrossCorrelationEx1()

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MultiCrossCorrelationEx1

public MultiCrossCorrelationEx1()

Method Details

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception