[R] multiple cross-correlation function

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Nov 9 16:14:56 CET 2003

On Sun, 9 Nov 2003, mpie wrote:

> Please forgive my ignorance, but is there such thing
> as a "multiple cross-correlation function", i.e., a
> cross-correlation function for more than two time
> series. If there is, is it implemented in R? I
> couldn't find it.


Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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