On May 10, 2015, at 4:27 AM, Giorgio Garziano wrote: > Hi, > > I am looking for a R package providing with variance-covariance matrix > computation of univariate time series. > > Please, any suggestions ?
If you mean the auto-correlation function, then the stats package (loaded by default at startup) has facilities: ?acf # also same help page describes partial auto-correlation function #Auto- and Cross- Covariance and -Correlation Function Estimation -- David Winsemius Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
