Different methods for testing autocorrelation are implemented. Two asymptotic methods including the 1/T approximation method and the Bartlett's formula method are implemented. Two resampling techniques including the moving block bootstrap and the surrogate data method are also provided.
|Author||Zijun Ke & Zhiyong Zhang|
|Date of publication||2015-10-18 18:57:38|
|Maintainer||Zijun Ke <email@example.com>|
autocorr-package: Asymptotic methods and resampling techniques for testing...
autocorr.test: The main function for the six tests of autocorrelations
BartlettSE: Standard error estimates based on Bartlett's formula
Bartlett_Shumway: Standard error estimates based on Bartlett's formula
BCa.CI: Bias-corrected and accelerated confidence intervals.
corr.VMB: Estimating autocorrelations for vectorized moving block...
JN.NB: The acceleration constant for the surrogate data method.
JN.VMB: The acceleration for the vectorized moving block bootstrap.
pair.VMB: Forming pairs of observations for the vectorized moving block...
Perc.CI: Percentile intervals.
Surrogate: The surrogate data method
Test.CI: Performing hypothesis testing using confidence intervals.
VMB: The vectorized moving block bootstrap
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.