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|
|Maintainer||Thomas J. Fisher <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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