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 > 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 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 : trapletti.homelinux.com
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