Description
Analyzes autocorrelation and partial autocorrelation using surrogate methods and
bootstrapping, and computes the acceleration constants for the vectorized moving block
bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated
intervals and estimates partial autocorrelations using Durbin-Levinson. This package
calculates the autocorrelation power spectrum, computes cross-correlations between two
time series, computes bandwidth for any time series, and performs autocorrelation frequency
analysis. It also calculates the periodicity of a time series.