Testing Autocorrelation through bootstrap and surrogate methods


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Documentation for package ‘autocorr’ version 0.1

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autocorr-package Asymptotic methods and resampling techniques for testing autocorrelations
autocorr Asymptotic methods and resampling techniques for testing autocorrelations
autocorr.test The main function for the six tests of autocorrelations
BartlettSE Standard error estimates based on Bartlett's formula
Bartlett_Shumway Standard error estimates based on Bartlett's formula
BCa.CI Bias-corrected and accelerated confidence intervals.
corr.VMB Estimating autocorrelations for vectorized moving block bootstrap samples.
JN.NB The acceleration constant for the surrogate data method.
JN.VMB The acceleration for the vectorized moving block bootstrap.
pair.VMB Forming pairs of observations for the vectorized moving block bootstrap.
Perc.CI Percentile intervals.
Surrogate The surrogate data method
Test.CI Performing hypothesis testing using confidence intervals.
VMB The vectorized moving block bootstrap