Testing Autocorrelation and Partial Autocorrelation Through Bootstrap and Surrogate Methods

Documentation for package ‘pautocorr’ version 0.5

pautocorr-package	Asymptotic methods and resampling techniques for testing (partial) autocorrelations
BartlettSE	Standard error estimates for autocorrelations based on Bartlett's formula
Bartlett_Shumway	Standard error estimates for autocorrelations based on Bartlett's formula
BCa.CI	Percentile and Bias-corrected and accelerated (BCa) intervals
corr.VMB	The vectorized moving block bootstrap
daily.moral	An example data set
Durbin_Levinson_rho	Estimate Partial Autocorrelations Using the Durbin-Levinson Algorithm
get.ahat	Compute the Acceleration
get.T	find time series length with missing data
JN.NB	The surrogate data method
JN.VMB	The vectorized moving block bootstrap
pair.VMB	The vectorized moving block bootstrap
pautocorr	Asymptotic methods and resampling techniques for testing (partial) autocorrelations
pautocorr.test	Test the ACF and the PACF using both asymptotic and resampling methods
Perc.CI	Percentile and Bias-corrected and accelerated (BCa) intervals
plot	plot the results of pautocorr.test
plot.pautocorr	plot the results of pautocorr.test
Surrogate	The surrogate data method
Test.CI	Performing hypothesis testing using confidence intervals
VMB	The vectorized moving block bootstrap