[R] Correlation test in time series

[Adrian Trapletti]

>
>
>>> 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'
>  
>
Box.test from package 'ts'

best
Adrian

-- 
Dr. Adrian Trapletti
Trapletti Statistical Computing
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