On Tue, 3 Feb 2009, Riccardo (Jack) Lucchetti wrote:
A possible compromise could be as follows:
- arg1 could be either single (series/vector) or multiple (matrix/list).
- arg2: scalar, the max order; end of story.
- arg3 (optional) could only be is a series/vector. If absent, the
function reutrns acf/pacf. If present, the function yields
cross-correlations against that variable. Note that in many cases this is
all that's required (cfr countless RBC papers which compute
cross-covariances _against GDP_). If more is needed, use a loop.
Do you like it?
Yes, that's clever. Sven? Marcin?