Computes the test statistics for examining the significance of autocorrelation in univariate time series, cross-correlation in bivariate time series, Pearson correlations in multivariate series and test statistics for i.i.d. property of univariate series given in Dalla, Giraitis and Phillips (2019), <https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194.pdf>.
| Version: | 0.1.2 |
| Imports: | stats, assertthat, ggplot2, scales, reshape2, forcats, knitr, methods |
| Suggests: | testthat |
| Published: | 2020-02-29 |
| Author: | Violetta Dalla, Liudas Giraitis and Peter C. B. Phillips |
| Maintainer: | Violetta Dalla <vidalla at econ.uoa.gr> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | testcorr results |
| Reference manual: | testcorr.pdf |
| Vignettes: |
The testcorr Package |
| Package source: | testcorr_0.1.2.tar.gz |
| Windows binaries: | r-devel: testcorr_0.1.2.zip, r-release: testcorr_0.1.2.zip, r-oldrel: testcorr_0.1.2.zip |
| macOS binaries: | r-release: testcorr_0.1.2.tgz, r-oldrel: testcorr_0.1.2.tgz |
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