<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Testing Zero Correlation</dc:title>
  <dc:title>R package testcorr version 0.4.0</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>Computes the test statistics for examining the significance of autocorrelation in univariate time series, cross-correlation in bivariate time series, Pearson correlations in multivariate series and test statistics for i.i.d. property of univariate series given in Dalla, Giraitis and Phillips (2022), &lt;https://www.cambridge.org/core/journals/econometric-theory/article/abs/robust-tests-for-white-noise-and-crosscorrelation/4D77C12C52433F4C6735E584C779403A&gt;, &lt;https://elischolar.library.yale.edu/cowles-discussion-paper-series/57/&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: stats, ggplot2, scales, reshape2, forcats, knitr, methods,
xts, zoo</dc:relation>
  <dc:relation>Suggests: testthat, rmarkdown</dc:relation>
  <dc:creator>Violetta Dalla &lt;vidalla@econ.uoa.gr&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Violetta Dalla [aut, cre],
  Liudas Giraitis [aut],
  Peter C. B. Phillips [aut]</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2026-04-20</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=testcorr</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.testcorr</dc:identifier>
</oai_dc:dc>
