Variance-covariance matrix

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