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 (2022), <https://www.cambridge.org/core/journals/econometric-theory/article/abs/robust-tests-for-white-noise-and-crosscorrelation/4D77C12C52433F4C6735E584C779403A>, <https://elischolar.library.yale.edu/cowles-discussion-paper-series/57/>.
| Version: | 0.3.0 |
| Imports: | stats,ggplot2,scales,reshape2,forcats,knitr, methods,xts,zoo |
| Suggests: | testthat,rmarkdown |
| Published: | 2025-06-12 |
| DOI: | 10.32614/CRAN.package.testcorr |
| Author: | Violetta Dalla [aut, cre], Liudas Giraitis [aut], Peter C. B. Phillips [aut] |
| Maintainer: | Violetta Dalla <vidalla at econ.uoa.gr> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | testcorr results |
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