Portmanteau: Calculate Portmanteau statistic

Description Usage Arguments See Also Examples

Description

Calculate Portmanteau statistic.

Usage

1

Arguments

res

A matrix with time-series residuals in columns.

See Also

informationTests

Examples

1
2
require("stats")
Portmanteau(matrix(rnorm(200), 100,2)) # but typically with a residual

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

[1] 58.44044

dse documentation built on March 26, 2020, 7:12 p.m.