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testcorr: Testing Zero Correlation
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 (2020), <https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194-r.pdf>.
Getting started
Browse package contents
Package details |
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| Author | Violetta Dalla, Liudas Giraitis and Peter C. B. Phillips |
| Maintainer | Violetta Dalla <vidalla@econ.uoa.gr> |
| License | GPL-3 |
| Version | 0.2.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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