[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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> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 


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