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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.
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Package details |
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| Author | Zijun Ke & Zhiyong Zhang |
| Maintainer | Zijun Ke <keziyun@mail.sysu.edu.cn> |
| License | GPL |
| Version | 0.1 |
| Package repository | View on R-Forge |
| Installation |
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