pautocorr-package: Asymptotic methods and resampling techniques for testing...
In pautocorr: Testing Autocorrelation and Partial Autocorrelation Through Bootstrap and Surrogate Methods
Description
Two asymptotic methods (the 1/T approximation method and the Bartlett's formula method) and two resampling techniques (the surrogate data method and the vectorized moving block bootstrap) are implemented to test the significance of (partial) autocorrelations at certain lags.
Author(s)
Author: Zijun Ke and Zhiyong Zhang
Maintainer: Zijun Ke <keziyun@mail.sysu.edu.cn>
pautocorr documentation built on May 2, 2019, 6:09 p.m.
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Description
Two asymptotic methods (the 1/T approximation method and the Bartlett's formula method) and two resampling techniques (the surrogate data method and the vectorized moving block bootstrap) are implemented to test the significance of (partial) autocorrelations at certain lags.
Author(s)
Author: Zijun Ke and Zhiyong Zhang Maintainer: Zijun Ke <keziyun@mail.sysu.edu.cn>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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