R: Tests of Independence Between Innovations of Generalized Error Models

# Tests of Independence Between Innovations of Generalized Error Models

## Documentation for package ‘IndGenErrors’ version 0.1.6

- DESCRIPTION file

## Help Pages

CrossCorrelogram | Cross-correlogram
crosscor_2series | Cross-correlations for testing independence between the innovations of 2 series of same length
crosscor_3series | Cross-correlations statistics for testing independence between the innovations of 3 series of same length
crossdep_2series | Cross-dependences for testing independence between the innovations of 2 series of same length
crossdep_3series | Cross-dependence statistics for testing independence between the innovations of 3 series of same length
cvm_2series | Cramer-von Mises Moebius statistics for testing independence between the innovations of 2 series of same length
cvm_3series | Cramer-von Mises Moebius statistics for testing independence between the innovations of 3 series of same length
dependogram | Dependogram for Cramer-von Mises statistics
gas | Standardized residuals of weekly log-returns of gas and oil prices in Canada from 2008 to end of February 2011
romano_ex | Simulated values of a Romano & Siegel example