[R] Variance-covariance matrix

[David Winsemius]

On May 10, 2015, at 4:27 AM, Giorgio Garziano wrote:

> Hi,
> 
> I am looking for a R package providing with variance-covariance matrix computation of univariate time series.
> 
> Please, any suggestions ?

If you mean the auto-correlation function, then the stats package (loaded by default at startup) has facilities:

?acf
# also same help page describes partial auto-correlation function
#Auto- and Cross- Covariance and -Correlation Function Estimation

-- 

David Winsemius
Alameda, CA, USA