[R] Correlation test in time series
Pfaff, Bernhard
Bernhard.Pfaff at drkw.com
Wed Nov 26 17:35:52 CET 2003
> Thanks for you help,
>
> And how to test covariance = zero in time series ,
> cov(r_t, r_t-1)=0
> and r_t are homoscedastik and dependent ?
How about:
?acf
?pacf
in package 'ts'
HTH,
Bernhard
>
> Thanks
>
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