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 (2022), <https://www.cambridge.org/core/journals/econometric-theory/article/abs/robust-tests-for-white-noise-and-crosscorrelation/4D77C12C52433F4C6735E584C779403A>, <https://elischolar.library.yale.edu/cowles-discussion-paper-series/57/>.
Version: 0.3.0 Imports: stats, ggplot2, scales, reshape2, forcats, knitr, methods, xts, zoo Suggests: testthat, rmarkdown Published: 2025-06-12 DOI: 10.32614/CRAN.package.testcorr Author: Violetta Dalla [aut, cre], Liudas Giraitis [aut], Peter C. B. Phillips [aut] Maintainer: Violetta Dalla <vidalla at econ.uoa.gr> License: GPL-3 NeedsCompilation: no Materials: NEWS In views: TimeSeries CRAN checks: testcorr results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=testcorr to link to this page.
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