Package: testcorr
Type: Package
Title: Testing Zero Correlation
Version: 0.2.0
Author: Violetta Dalla, Liudas Giraitis and Peter C. B. Phillips
Maintainer: Violetta Dalla <vidalla@econ.uoa.gr>
Description: 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>.
License: GPL-3
Encoding: UTF-8
Imports: stats, ggplot2, scales, reshape2, forcats, knitr, methods
RoxygenNote: 7.1.1
Suggests: testthat, rmarkdown
NeedsCompilation: no
Packaged: 2021-04-05 12:17:58 UTC; UserOne
Repository: CRAN
Date/Publication: 2021-04-05 12:50:02 UTC
Built: R 4.1.3; ; 2023-04-17 17:46:58 UTC; windows
