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WeightedPortTest: Weighted Portmanteau Tests for Time Series Goodness-of-Fit
An implementation of the Weighted Portmanteau Tests described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing" published by the Journal of the American Statistical Association, Volume 107, Issue 498, pages 777-787, 2012.
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Package details |
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| Author | Thomas J. Fisher [aut, cre] (<https://orcid.org/0000-0001-5885-7646>), Colin M. Gallagher [aut] |
| Maintainer | Thomas J. Fisher <fishert4@miamioh.edu> |
| License | GPL (>= 3) |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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