RE: RE: [R] Correlation test in time series

[Adrian Trapletti]

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
--
Dr. Adrian Trapletti
Trapletti Statistical Computing
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