The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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 |
| DOI: | 10.32614/CRAN.package.testcorr |
| 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 (arm64): testcorr_0.2.0.tgz, r-oldrel (arm64): testcorr_0.2.0.tgz, r-release (x86_64): testcorr_0.2.0.tgz, r-oldrel (x86_64): testcorr_0.2.0.tgz |
| Old sources: | testcorr archive |
Please use the canonical form https://CRAN.R-project.org/package=testcorr to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.