testcorr: Testing Zero Correlation

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 (2022), <https://www.cambridge.org/core/journals/econometric-theory/article/abs/robust-tests-for-white-noise-and-crosscorrelation/4D77C12C52433F4C6735E584C779403A>, <https://elischolar.library.yale.edu/cowles-discussion-paper-series/57/>.

Version:	0.3.0
Imports:	stats, ggplot2, scales, reshape2, forcats, knitr, methods, xts, zoo
Suggests:	testthat, rmarkdown
Published:	2025-06-12
Author:	Violetta Dalla [aut, cre], Liudas Giraitis [aut], Peter C. B. Phillips [aut]
Maintainer:	Violetta Dalla <vidalla at econ.uoa.gr>
License:	GPL-3
NeedsCompilation:	no
Materials:	NEWS
In views:	TimeSeries
CRAN checks:	testcorr results

Documentation:

Reference manual:	testcorr.pdf
Vignettes:	The testcorr Package (source)

Downloads:

Package source:	testcorr_0.3.0.tar.gz
Windows binaries:	r-devel: testcorr_0.2.0.zip, r-release: testcorr_0.2.0.zip, r-oldrel: testcorr_0.2.0.zip
macOS binaries:	r-release (arm64): testcorr_0.2.0.tgz, r-oldrel (arm64): testcorr_0.2.0.tgz, r-release (x86_64): testcorr_0.2.0.tgz, r-oldrel (x86_64): testcorr_0.2.0.tgz
Old sources:	testcorr archive

Linking:

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