WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-fit

This packages contains the Weighted Portmanteau Tests as described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing' accepted for publication by the Journal of the American Statistical Association.

Install the latest version of this package by entering the following in R:
AuthorThomas J. Fisher and Colin M. Gallagher
Date of publication2012-05-24 06:24:13
MaintainerThomas J. Fisher <fishertho@umkc.edu>
LicenseGPL (>= 3)

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