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portes: Portmanteau Tests for Time Series Models
Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.
Getting started
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Package details |
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| Author | Esam Mahdi |
| Maintainer | Esam Mahdi <emahdi2012@gmail.com> |
| License | GPL (>= 2) |
| Version | 6.0 |
| Package repository | View on CRAN |
| Installation |
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