pccf displays cross correlation function between input and output
after prewhitening both through a univariate model.
pccf(
x,
y,
um.x = NULL,
um.y = NULL,
lag.max = NULL,
plot = TRUE,
envir = NULL,
main = NULL,
nu.weights = FALSE,
...
)input, a 'ts' object or a numeric vector.
output, a 'ts' object or a numeric vector.
univariate model for input.
univariate model for output.
number of lags, integer.
logical value to indicate if the ccf graph must be graphed or computed.
environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
title of the graph.
logical. If TRUE the coefficients of the IRF are computed instead of the cross-correlations.
additional arguments.
The estimated cross correlations are displayed in a graph or returned into a numeric vector.