Estimates Cross-covariance and Cross-correlation functions for Series with missing observations.
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7 — References
GRANGER Clive W. J. & HATANAKA Michio Spectral Analysis of Economic Time Series Princeton University Press, Princeton, 3rd ed., 1971.
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© 1985 Springer-Verlag Berlin Heidelberg
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(1985). Function TSMVCC. In: Chaghaghi, F.S. (eds) Time Series Package (TSPACK). Lecture Notes in Computer Science, vol 187. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-15202-4_39
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DOI: https://doi.org/10.1007/3-540-15202-4_39
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