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 <keziyun@mail.sysu.edu.cn>
LicenseGPL
Version0.1

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