I would to ask for two new features:
-Complete the CUSUM test (and graphic) with the CUSUMSQ (CUSUM of Squares)
test. See Chapter 7 in Greene's Book or page 155 in Harvey's "The
Econometrics Analysis of Time Series" (The table for c_0 is here),
-Provide a command (similar to "corr") to calculate a cross-correlogram
between two series.
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU