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

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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 <fishertho@umkc.edu>
License
GPL (>= 3)
Version
1.0

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Man pages

Weighted.Box.test
Weighted Portmanteau Test
Weighted.LM.test
Weighted Portmanteau Test for Fitted ARCH process
WeightedPortTest-package
Weighted Portmanteau Test procedures for Time Series...

Files in this package

WeightedPortTest
WeightedPortTest/MD5
WeightedPortTest/man
WeightedPortTest/man/Weighted.Box.test.Rd
WeightedPortTest/man/Weighted.LM.test.Rd
WeightedPortTest/man/WeightedPortTest-package.Rd
WeightedPortTest/NAMESPACE
WeightedPortTest/R
WeightedPortTest/R/WeightedPortTest.R
WeightedPortTest/DESCRIPTION