autocorr: Testing Autocorrelation through bootstrap and surrogate methods
Version 0.1

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.

Package details

AuthorZijun Ke & Zhiyong Zhang
Date of publication2015-10-18 18:57:38
MaintainerZijun Ke <>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("autocorr", repos="")

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autocorr documentation built on May 31, 2017, 4:40 a.m.