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'
Box.test from package 'ts'
best
Adrian
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Dr. Adrian Trapletti
Trapletti Statistical Computing
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