[R] Correlation test in time series

M. M. Palhoto N. Rodrigues mendigo at netcabo.pt
Wed Nov 26 17:17:17 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 ?

 Thanks




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