[R] Variance-covariance matrix

David Winsemius dwinsemius at comcast.net
Sun May 10 21:27:02 CEST 2015

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:

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


David Winsemius
Alameda, CA, USA

More information about the R-help mailing list