Returns an array of cells for the convolution operator of two time series.

## Syntax

**NxConv**(

**X**,

**Y**)

**X** is the univariate time series data (one dimensional array of cells (e.g. rows or columns)).

**Y** is the second time series function (e.g. filter) values (one dimensional array of cells (e.g. rows or columns)).

## Remarks

- The time series must be homogeneous or equally spaced.
- The two time series can have different sizes.
- Presample values of $X_t$ and $Y_t$ are assumed to be zero.
- The convolution operator is described as follows:

$$Z_t=\sum_{j=\mathrm{max}\left ( 1,t-M+1 \right )}^{\mathrm{min}\left ( N,t+M-1 \right )}X_jY_{M-t+j}$$

Where:

- $Z_t$ is the convolution time series.
- $X_t$ is the first time series, with $N$ observations.
- $Y_t$ is the second time series, with $M$ observations.
- $t\in \left[ 1,N+M \right]$, i.e., $1\leq t \leq N+M$.

- The function was added in version 1.62 DEWDROP.

## Files Examples

## References

- Hamilton, J .D..
*Time Series Analysis*. Princeton University Press. (1994). ISBN 0-691-04289-6 - Tsay, Ruey S..
*Analysis of Financial Time Series*. John Wiley & SONS. (2005). ISBN 0-471-690740

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