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 (2019), < https://cowles.yale.edu/sites/default/files/files/pub/d21/d2194.pdf>.


Reference manual

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0.1.2 by Violetta Dalla, a month ago

Browse source code at https://github.com/cran/testcorr

Authors: Violetta Dalla , Liudas Giraitis and Peter C. B. Phillips

Documentation:   PDF Manual  

GPL-3 license

Imports stats, assertthat, ggplot2, scales, reshape2, forcats, knitr, methods

Suggests testthat

See at CRAN