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/>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.4.0 |
rolling linux/jammy R-4.5 | testcorr_0.4.0.tar.gz |
792.3 KiB |
0.4.0 |
rolling linux/noble R-4.5 | testcorr_0.4.0.tar.gz |
792.3 KiB |
0.4.0 |
rolling source/ R- | testcorr_0.4.0.tar.gz |
952.9 KiB |
0.4.0 |
latest linux/jammy R-4.5 | testcorr_0.4.0.tar.gz |
792.3 KiB |
0.4.0 |
latest linux/noble R-4.5 | testcorr_0.4.0.tar.gz |
792.3 KiB |
0.4.0 |
latest source/ R- | testcorr_0.4.0.tar.gz |
952.9 KiB |
0.4.0 |
2026-04-26 source/ R- | testcorr_0.4.0.tar.gz |
952.9 KiB |
0.4.0 |
2026-04-23 source/ R- | testcorr_0.4.0.tar.gz |
952.9 KiB |
0.3.0 |
2026-04-09 windows/windows R-4.5 | testcorr_0.3.0.zip |
793.9 KiB |
0.2.0 |
2025-04-20 source/ R- | testcorr_0.2.0.tar.gz |
1.2 MiB |