testcorr: Testing Zero Correlation

Computes the test statistics for examining the significance of autocorrelation in univariate time series, cross-correlation in bivariate time series, Pearson correlations in multivariate series and test statistics for i.i.d. property of univariate series given in Dalla, Giraitis and Phillips (2020), <https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194-r.pdf>.

Version: 0.2.0
Imports: stats, ggplot2, scales, reshape2, forcats, knitr, methods
Suggests: testthat, rmarkdown
Published: 2021-04-05
Author: Violetta Dalla, Liudas Giraitis and Peter C. B. Phillips
Maintainer: Violetta Dalla <vidalla at econ.uoa.gr>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: testcorr results


Reference manual: testcorr.pdf
Vignettes: The testcorr Package
Package source: testcorr_0.2.0.tar.gz
Windows binaries: r-devel: testcorr_0.2.0.zip, r-release: testcorr_0.2.0.zip, r-oldrel: testcorr_0.2.0.zip
macOS binaries: r-release: testcorr_0.2.0.tgz, r-oldrel: testcorr_0.2.0.tgz
Old sources: testcorr archive


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