Tscancor <- function(z,lagmax=NULL) {
# function to compute canonical correlation ARMA ID matrix
#    described in BJR pp. 197-200
# returns lagmax by lagmax matrix of canonical correlations
# WARNING: NO GUARANTEE THAT THIS IS DEBUGGED.
n_length(z)
z0_z-mean(z)
if(is.null(lagmax)) lagmax_ceiling(10*log10(n))
idmat_matrix(NA,nrow=lagmax,ncol=lagmax)
for(m in 1:lagmax) {
   Ymt_z0[(m+1):n]
   for(k in 1:m) Ymt_cbind(Ymt,z0[(m+1-k):(n-k)])
   for(j in 1:lagmax) {
      Y1_Ymt[(j+2):(n-m),]
      Y2_Ymt[1:(n-m-j-1),]
      temp_cancor(Y1,Y2)
      idmat[m,j]_min(temp$cor)^2
NULL
}
NULL
}
return(idmat)
}

Ymt <- function(z,m,j) {
# function to set up Y1, Y2 matrices to
#    compute canonical correlation ARMA ID matrix
#    described in BJR pp. 197-200
n_length(z)
Ymt_z[(m+1):n]
for(k in 1:m) Ymt_cbind(Ymt,z[(m+1-k):(n-k)])
Y1_Ymt[(j+2):(n-m),]
Y2_Ymt[1:(n-m-j-1),]
return(Y1,Y2)
}