nortestARMA: Neyman Smooth Tests of Normality for the Errors of ARMA Models

Tests the goodness-of-fit to the Normal distribution for the errors of an ARMA model.

Author
Pierre Duchesne and Pierre Lafaye de Micheaux
Date of publication
2016-05-04 18:04:22
Maintainer
Pierre Lafaye de Micheaux <lafaye@dms.umontreal.ca>
License
GPL (> 2)
Version
1.0

View on CRAN

Man pages

nortestARMA
Neyman Smooth Tests of Normality for the Errors of ARMA...
Piggott
Daily gas demand study by Piggott
potato
Prince Edward Island; Average Yield, Potatoes (Hundredweight...

Files in this package

nortestARMA
nortestARMA/src
nortestARMA/src/polys
nortestARMA/src/polys/H8.cpp
nortestARMA/src/polys/H6.cpp
nortestARMA/src/polys/H9.cpp
nortestARMA/src/polys/H2.cpp
nortestARMA/src/polys/H5.cpp
nortestARMA/src/polys/H1.cpp
nortestARMA/src/polys/H4.cpp
nortestARMA/src/polys/H10.cpp
nortestARMA/src/polys/H7.cpp
nortestARMA/src/polys/H3.cpp
nortestARMA/src/calcstat.cpp
nortestARMA/src/quantile.cpp
nortestARMA/NAMESPACE
nortestARMA/data
nortestARMA/data/Piggott.RData
nortestARMA/data/potato.RData
nortestARMA/R
nortestARMA/R/nortestARMA.R
nortestARMA/R/zzz.R
nortestARMA/MD5
nortestARMA/DESCRIPTION
nortestARMA/man
nortestARMA/man/potato.Rd
nortestARMA/man/nortestARMA.Rd
nortestARMA/man/Piggott.Rd