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.
|Author||Thomas J. Fisher and Colin M. Gallagher|
|Date of publication||2012-05-24 06:24:13|
|Maintainer||Thomas J. Fisher <firstname.lastname@example.org>|
|License||GPL (>= 3)|