Man pages for autocorr
Testing Autocorrelation through bootstrap and surrogate methods

autocorr-packageAsymptotic methods and resampling techniques for testing...
autocorr.testThe main function for the six tests of autocorrelations
BartlettSEStandard error estimates based on Bartlett's formula
Bartlett_ShumwayStandard error estimates based on Bartlett's formula
BCa.CIBias-corrected and accelerated confidence intervals.
corr.VMBEstimating autocorrelations for vectorized moving block...
JN.NBThe acceleration constant for the surrogate data method.
JN.VMBThe acceleration for the vectorized moving block bootstrap.
pair.VMBForming pairs of observations for the vectorized moving block...
Perc.CIPercentile intervals.
SurrogateThe surrogate data method
Test.CIPerforming hypothesis testing using confidence intervals.
VMBThe vectorized moving block bootstrap
autocorr documentation built on May 2, 2019, 6:12 p.m.