Funeral Procession road rules?

Today I stopped at a 3 way intersection and in front of me turning right through a yield was a funeral procession. I knew to stop and wait to show respect, but I may have accidentally cut into the end of it. The cars in back didn't have the flags on their cars anymore and they started slowing up for the yield, so I assumed it was the end and it was normal traffic. A couple cars even went straight, instead of following the procession through the yield. So I took a legal turn, but the people waiting at the yield looked mad that I drove through the intersection. I did quickly turn off the road so I wasn't in between the procession if that still was it. It was very embarrassing and I meant no disrespect I've just never encountered a funeral procession while driving and I didn't know how to tell where it ended. can anyone explain the road rules for a funeral procession. And did I accidentally cut into this one?