R help - Nov 2003 - Correlation test in time series

I would like to know if there is a way to test no correlaction
in time series ?
cov(r_t, r_t-1)=0
And r_t  are homoscedastik and independent.

Thanks


	[[alternative HTML version deleted]]

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 ?

 Thanks

> 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
> 
> ______________________________________________
> R-help at stat.math.ethz.ch 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.

>
>
>>> 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
Wildsbergstrasse 31, 8610 Uster
Switzerland
Phone & Fax : +41 (0) 1 994 5631
Mobile : +41 (0) 76 370 5631
Email : mailto:a.trapletti at bluewin.ch
WWW : http://trapletti.homelinux.com