Autocovariance Estimation via Difference-Based Methods R package dbacf version 0.2.8 Provides methods for (auto)covariance/correlation function estimation in change point regression with stationary errors circumventing the pre-estimation of the underlying signal of the observations. Generic, first-order, (m+1)-gapped, difference-based autocovariance function estimator is based on M. Levine and I. Tecuapetla-Gómez (2023) <doi:10.48550/arXiv.1905.04578>. Bias-reducing, second-order, (m+1)-gapped, difference-based estimator is based on I. Tecuapetla-Gómez and A. Munk (2017) <doi:10.1111/sjos.12256>. Robust autocovariance estimator for change point regression with autoregressive errors is based on S. Chakar et al. (2017) <doi:10.3150/15-BEJ782>. It also includes a general projection-based method for covariance matrix estimation. Software Depends: R (>= 2.15.3) Imports: Matrix Inder Tecuapetla-Gómez <itecuapetla@conabio.gob.mx> Comprehensive R Archive Network (CRAN) Inder Tecuapetla-Gómez [aut, cre] GPL (>= 2) 2023-06-29 application/tgz https://CRAN.R-project.org/package=dbacf doi:10.32614/CRAN.package.dbacf