autocorr: Testing Autocorrelation through bootstrap and surrogate methods

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.

AuthorZijun Ke & Zhiyong Zhang
Date of publication2015-10-18 18:57:38
MaintainerZijun Ke <>

View on R-Forge

Questions? Problems? Suggestions? or email at

All documentation is copyright its authors; we didn't write any of that.