> 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 > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > -------------------------------------------------------------------------------- The information contained herein is confidential and is intended solely for the addressee. Access by any other party is unauthorised without the express written permission of the sender. If you are not the intended recipient, please contact the sender either via the company switchboard on +44 (0)20 7623 8000, or via e-mail return. If you have received this e-mail in error or wish to read our e-mail disclaimer statement and monitoring policy, please refer to http://www.drkw.com/disc/email/ or contact the sender. ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
